Overview
- 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)
Access this book
Tax calculation will be finalised at checkout
Other ways to access
Table of contents(18 chapters)
About this book
Authors and Affiliations
-
Dept. Mathematical Sciences, School of Finance and Economics and Depa, University of Technology, Sydney, Sydney, Australia
Eckhard Platen
-
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