Numerical Solution of Stochastic Differential Equations

Numerical Solution of Stochastic Differential Equations with Jumps in Finance [Repost]  eBooks & eLearning

Posted by ChrisRedfield at Oct. 24, 2014
Numerical Solution of Stochastic Differential Equations with Jumps in Finance [Repost]

Eckhard Platen, Nicola Bruti-Liberati - Numerical Solution of Stochastic Differential Equations with Jumps in Finance
Published: 2010-08-17 | ISBN: 3642120571 | PDF | 856 pages | 17 MB
Numerical Solution of Stochastic Differential Equations with Jumps in Finance (repost)

Numerical Solution of Stochastic Differential Equations with Jumps in Finance (Stochastic Modelling and Applied Probability) by Eckhard Platen, Nicola Bruti-Liberati
English | 2010-10-08 | ISBN: 3642120571 | 868 pages | PDF | 17 mb

In financial and actuarial modeling and other areas of application, stochastic differential equations with jumps have been employed to describe the dynamics of various state variables. The numerical solution of such equations is more complex than that of those only driven by Wiener processes, described in Kloeden & Platen: Numerical Solution of Stochastic Differential Equations (1992).
Numerical Solution of Stochastic Differential Equations with Jumps in Finance (repost)

Numerical Solution of Stochastic Differential Equations with Jumps in Finance (Stochastic Modelling and Applied Probability) by Eckhard Platen, Nicola Bruti-Liberati
English | 2010-10-08 | ISBN: 3642120571 | 868 pages | PDF | 17 mb

In financial and actuarial modeling and other areas of application, stochastic differential equations with jumps have been employed to describe the dynamics of various state variables. The numerical solution of such equations is more complex than that of those only driven by Wiener processes, described in Kloeden & Platen: Numerical Solution of Stochastic Differential Equations (1992).

Numerical Solution of Stochastic Differential Equations with Jumps in Finance  eBooks & eLearning

Posted by Specialselection at April 27, 2012
Numerical Solution of Stochastic Differential Equations with Jumps in Finance

Eckhard Platen, Nicola Bruti-Liberati, "Numerical Solution of Stochastic Differential Equations with Jumps in Finance (Stochastic Modelling and Applied Probability)"
English | 2010-10-08 | ISBN: 3642120571 | 868 pages | PDF | 17 mb

Numerical Solution of Ordinary Differential Equations  eBooks & eLearning

Posted by roxul at Dec. 5, 2014
Numerical Solution of Ordinary Differential Equations

Kendall Atkinson, Weimin Han, David E. Stewart, "Numerical Solution of Ordinary Differential Equations"
English | ISBN: 047004294X | 2009 | 272 pages | PDF | 7 MB

Numerical Solution of Partial Differential Equations: An Introduction (repost)  eBooks & eLearning

Posted by interes at Aug. 17, 2013
Numerical Solution of Partial Differential Equations: An Introduction (repost)

K. W. Morton, D. F. Mayers, "Numerical Solution of Partial Differential Equations: An Introduction"
English | 2005-04-11 | ISBN: 0521607930 | 293 pages | PDF | 4 mb

This second edition of a highly successful graduate text presents a complete introduction to partial differential equations and numerical analysis.

Numerical Solution of Partial Differential Equations: An Introduction (repost)  eBooks & eLearning

Posted by libr at Dec. 29, 2015
Numerical Solution of Partial Differential Equations: An Introduction (repost)

K. W. Morton, D. F. Mayers, "Numerical Solution of Partial Differential Equations: An Introduction"
English | 2005-04-11 | ISBN: 0521607930 | 293 pages | PDF | 4 mb

Numerical Solution of Partial Differential Equations (repost)  eBooks & eLearning

Posted by interes at Sept. 1, 2015
Numerical Solution of Partial Differential Equations (repost)

Numerical Solution of Partial Differential Equations by the Finite Element Method by Claes Johnson
English | ISBN: 048646900X | 2009 | EPUB | 288 pages | 14,6 MB
Numerical Solution of Ordinary Differential Equations: for Classical, Relativistic and Nano Systems (Repost)

Donald Greenspan, "Numerical Solution of Ordinary Differential Equations: for Classical, Relativistic and Nano Systems"
2006 | pages: 217 | ISBN: 3527406107 | PDF | 2,4 mb
Numerical Solution of Partial Differential Equations: Finite Difference Methods, 3rd Edition

G. D. Smith, Gordon D. Smith, "Numerical Solution of Partial Differential Equations: Finite Difference Methods, 3rd Edition"
1985 | ISBN-10: 0198596502 | 352 pages | Djvu | 3 MB