Authors:
- The presented book is accessible to a wide readership and contains many new results on numerical methods but also innovative methodologies in quantitative finance.
- To help the reader to develop a good understanding of the underlying mathematics, exercises with solutions are included.
- Includes supplementary material: sn.pub/extras
Part of the book series: Stochastic Modelling and Applied Probability (SMAP, volume 64)
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Table of contents (18 chapters)
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Front Matter
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Back Matter
About this book
Authors and Affiliations
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Dept. Mathematical Sciences, School of Finance and Economics and Depa, University of Technology, Sydney, Sydney, Australia
Eckhard Platen
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Dept. Mathematical Sciences, University of Technology, Sydney, Broadway, Australia
Nicola Bruti-Liberati
About the authors
Bibliographic Information
Book Title: Numerical Solution of Stochastic Differential Equations with Jumps in Finance
Authors: Eckhard Platen, Nicola Bruti-Liberati
Series Title: Stochastic Modelling and Applied Probability
DOI: https://doi.org/10.1007/978-3-642-13694-8
Publisher: Springer Berlin, Heidelberg
eBook Packages: Mathematics and Statistics, Mathematics and Statistics (R0)
Copyright Information: Springer-Verlag Berlin Heidelberg 2010
Hardcover ISBN: 978-3-642-12057-2Published: 17 August 2010
Softcover ISBN: 978-3-662-51973-8Published: 23 August 2016
eBook ISBN: 978-3-642-13694-8Published: 23 July 2010
Series ISSN: 0172-4568
Series E-ISSN: 2197-439X
Edition Number: 1
Number of Pages: XXVIII, 856
Topics: Probability Theory and Stochastic Processes, Applications of Mathematics, Statistics for Business, Management, Economics, Finance, Insurance, Quantitative Finance