Applied Diffusion Processes from Engineering to Finance - 9781848212497
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The aim of this book is to promote interaction between engineering, finance and insurance, as these three domains have many models and methods of solution in common for solving real-life problems. The authors point out the strict inter-relations that exist among the diffusion models used in engineering, finance and insurance. In each of the three fields, the basic diffusion models are presented and their strong similarities are discussed. Analytical, numerical and Monte Carlo simulation methods are explained with a view to applying them to obtain the solutions to the different problems presented in the book. Advanced topics such as nonlinear problems, Levy processes and semi-Markov models in interactions with the diffusion models are discussed, as well as possible future interactions among engineering, finance and insurance. Contents 1. Diffusion Phenomena and Models. 2. Probabilistic Models of Diffusion Processes. 3. Solving Partial Differential Equations of Second Order. 4. Problems in Finance. 5. Basic PDE in Finance. 6. Exotic and American Options Pricing Theory. 7. Hitting Times for Diffusion Processes and Stochastic Models in Insurance. 8. Numerical Methods. 9. Advanced Topics in Engineering: Nonlinear Models. 10. Levy Processes. 11. Advanced Topics in Insurance: Copula Models and VaR Techniques. 12. Advanced Topics in Finance: Semi-Markov Models. 13. Monte Carlo Semi-Markov Simulation Methods.
Product Details
10 Items
Data sheet
Type
Textbook
Author
Oronzio Manca, Jacques Janssen, Raimondo Manca
Format
Hardcover
Language
English
Item Height
232mm
Item Width
158mm
Number of Pages
410 Pages
Item Weight
754g
Publisher
Iste LTD AND John Wiley & Sons INC International Concepts
Good condition -A book that has been read, but is in good condition. Minimal damage to the book cover.The majority of pages are undamaged might be with some creasing or tearing, and pencil underlining of text. No writing in the margins, no missing pages.
Good condition -A book that has been read, but is in good condition. Minimal damage to the book cover.The majority of pages are undamaged might be with some creasing or tearing, and pencil underlining of text. No writing in the margins, no missing pages.
Good condition -A book that has been read, but is in good condition. Minimal damage to the book cover.The majority of pages are undamaged might be with some creasing or tearing, and pencil underlining of text. No writing in the margins, no missing pages.
Good condition -A book that has been read, but is in good condition. Minimal damage to the book cover.The majority of pages are undamaged might be with some creasing or tearing, and pencil underlining of text. No writing in the margins, no missing pages.
Very good condition -A book that has been read and does not look new, but is in excellent condition. Don't have obvious damage to the book cover. No missing or damaged pages, no creases or tears, no underlining or highlighting of text, and no writing in the margins.
Good condition -A book that has been read, but is in good condition. Minimal damage to the book cover.The majority of pages are undamaged might be with some creasing or tearing, and pencil underlining of text. No writing in the margins, no missing pages.
Good condition -A book that has been read, but is in good condition. Minimal damage to the book cover.The majority of pages are undamaged might be with some creasing or tearing, and pencil underlining of text. No writing in the margins, no missing pages.
Good condition -A book that has been read, but is in good condition. Minimal damage to the book cover.The majority of pages are undamaged might be with some creasing or tearing, and pencil underlining of text. No writing in the margins, no missing pages.
Good condition -A book that has been read, but is in good condition. Minimal damage to the book cover.The majority of pages are undamaged might be with some creasing or tearing, and pencil underlining of text. No writing in the margins, no missing pages.
Good condition -A book that has been read, but is in good condition. Minimal damage to the book cover.The majority of pages are undamaged might be with some creasing or tearing, and pencil underlining of text. No writing in the margins, no missing pages.
Good condition -A book that has been read, but is in good condition. Minimal damage to the book cover.The majority of pages are undamaged might be with some creasing or tearing, and pencil underlining of text. No writing in the margins, no missing pages.
Good condition -A book that has been read, but is in good condition. Minimal damage to the book cover.The majority of pages are undamaged might be with some creasing or tearing, and pencil underlining of text. No writing in the margins, no missing pages.
Good condition -A book that has been read, but is in good condition. Minimal damage to the book cover.The majority of pages are undamaged might be with some creasing or tearing, and pencil underlining of text. No writing in the margins, no missing pages.
Very good condition -A book that has been read and does not look new, but is in excellent condition. Don't have obvious damage to the book cover. No missing or damaged pages, no creases or tears, no underlining or highlighting of text, and no writing in the margins.
Good condition -A book that has been read, but is in good condition. Minimal damage to the book cover.The majority of pages are undamaged might be with some creasing or tearing, and pencil underlining of text. No writing in the margins, no missing pages.
Good condition -A book that has been read, but is in good condition. Minimal damage to the book cover.The majority of pages are undamaged might be with some creasing or tearing, and pencil underlining of text. No writing in the margins, no missing pages.
€17.97
New: A new, unread, unused book in perfect condition with no missing or damaged pages. See the ... Read moreabout the conditionNew: A new, unread, unused book in perfect condition with no missing or damaged pages. See the seller's listing for full details. See all condition definitionsopens in a new window or tab
