Numerical Solution of Stochastic Differential Equations with Jumps in Finance |
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| Author:
| Platen, Eckhard
Bruti-Liberati, Nicola |
| Series title: | Stochastic Modelling and Applied Probability Ser. |
| ISBN: | 978-3-642-12057-2 |
| Publication Date: | Aug 2010 |
| Publisher: | Springer Berlin / Heidelberg
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| Imprint: | Springer |
| Book Format: | Hardback |
| List Price: | USD $139.99 |
Book Description:
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This volume provides an introduction to stochastic differential equations with jumps, in both theory and application. The book is accessible and contains many new results on numerical methods but also innovative methodologies in quantitative finance.
This volume provides an introduction to stochastic differential equations with jumps, in both theory and application. The book is accessible and contains many new results on numerical methods but also innovative methodologies in quantitative finance.