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Numerical Solution of Stochastic Differential Equations with Jumps in Finance

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Numerical Solution of Stochastic Differential Equations with Jumps in Finance - Platen, Eckhard, and Bruti-Liberati, Nicola
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This volume provides an introduction to stochastic differential equations with jumps, in both theory and application. The book is accessible and contains many new results on numerical methods but also innovative methodologies in quantitative finance.

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Numerical Solution of Stochastic Differential Equations with Jumps in Finance 2016, Springer, Berlin, Heidelberg

ISBN-13: 9783662519738

Trade paperback

Numerical Solution of Stochastic Differential Equations with Jumps in Finance 2010, Springer, Berlin, Heidelberg

ISBN-13: 9783642120572

Hardcover