Related Books
Language: en
Pages: 161
Pages: 161
Type: BOOK - Published: 2012-12-11 - Publisher: American Mathematical Soc.
These notes provide a concise introduction to stochastic differential equations and their application to the study of financial markets and as a basis for model
Language: en
Pages: 218
Pages: 218
Type: BOOK - Published: 2013-03-09 - Publisher: Springer Science & Business Media
These notes are based on a postgraduate course I gave on stochastic differential equations at Edinburgh University in the spring 1982. No previous knowledge abo
Language: en
Pages: 327
Pages: 327
Type: BOOK - Published: 2019-05-02 - Publisher: Cambridge University Press
With this hands-on introduction readers will learn what SDEs are all about and how they should use them in practice.
Language: en
Pages: 666
Pages: 666
Type: BOOK - Published: 2013-04-17 - Publisher: Springer Science & Business Media
The numerical analysis of stochastic differential equations (SDEs) differs significantly from that of ordinary differential equations. This book provides an eas
Language: en
Pages: 270
Pages: 270
Type: BOOK - Published: 2005 - Publisher: Springer Science & Business Media