Error Calculus for Finance and Physics The Language of Dirichlet Forms |
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| Author:
| Bouleau, Nicolas |
| Series title: | De Gruyter Expositions in Mathematics Ser. |
| ISBN: | 978-3-11-916101-5 |
| Publication Date: | Jan 2003 |
| Publisher: | De Gruyter, Inc.
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| Book Format: | Mixed media product |
| List Price: | USD $224.00 |
Book Description:
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The book deals with propagation of errors on data through mathematical models with applications in finance and physics. It is interesting for scientists and practitioners when studying the sensitivity of their models to small changes in the hypotheses. The book differs from what is usually done in sensitivity analysis because it yields powerful new tools allowing to manage errors in stochastic models as those used in modern finance.
The book deals with propagation of errors on data through mathematical models with applications in finance and physics. It is interesting for scientists and practitioners when studying the sensitivity of their models to small changes in the hypotheses. The book differs from what is usually done in sensitivity analysis because it yields powerful new tools allowing to manage errors in stochastic models as those used in modern finance.