-20%
Financial Modeling: A Backward Stochastic Differential Equations Perspective
Price range: ₹5,244.00 through ₹6,912.00
Provides a unique, BSDE-based perspective on financial modeling and computational finance areas as for example on the pricing and hedging theory, across all asset classes A unified presentation of all kinds of numerical schemes: semi-explicit, deterministic (PDEs), simulation (Monte Carlo and American Monte Carlo) Illustrates both the theoretical and practical interest of BSDEs for financial applications? Request lecturer material: sn.pub/lecturer-material
Provides a unique, BSDE-based perspective on financial modeling and computational finance areas as for example on the pricing and hedging theory, across all asset classes A unified presentation of all kinds of numerical schemes: semi-explicit, deterministic (PDEs), simulation (Monte Carlo and American Monte Carlo) Illustrates both the theoretical and practical interest of BSDEs for financial applications? Request lecturer material: sn.pub/lecturer-material
Additional information
| Book Format | Hardcover, Softcover |
|---|
Be the first to review “Financial Modeling: A Backward Stochastic Differential Equations Perspective”
Book information
Edition
1st Edition
ISBN [Hardcover]
9783642371127
ISBN [Softcover]
9783642442520
Publisher
Springer
Year
2013
Pages
XIX, 459 p.
Series Title
Springer Finance Textbooks
Language
English
Related Products
-20%
A Compactification of the Bruhat-Tits Building
Original price was: ₹3,948.00.₹3,159.00Current price is: ₹3,159.00.
This textbook is devoted to second order linear partial differential equations. The focus is on variational formulations in Hilbert spaces.
-20%
A Compactification of the Bruhat-Tits Building
Original price was: ₹3,948.00.₹3,159.00Current price is: ₹3,159.00.
This textbook is devoted to second order linear partial differential equations. The focus is on variational formulations in Hilbert spaces.
-20%
A Course in Differential Geometry
Original price was: ₹8,639.00.₹6,912.00Current price is: ₹6,912.00.
This English edition could serve as a text for a first year graduate course on differential geometry, as did for a long time the Chicago Notes of Chern mentioned in the Preface to the German Edition.
-20%
A Course in Differential Geometry
Original price was: ₹8,639.00.₹6,912.00Current price is: ₹6,912.00.
This English edition could serve as a text for a first year graduate course on differential geometry, as did for a long time the Chicago Notes of Chern mentioned in the Preface to the German Edition.
-20%
(In-)Stability of Differential Inclusions
Original price was: ₹6,554.00.₹5,244.00Current price is: ₹5,244.00.
Lyapunov methods have been and are still one of the main tools to analyze the stability properties of dynamical systems. In this monograph, Lyapunov results characterizing the stability and stability of the origin of differential inclusions are reviewed. To characterize instability and destabilizability, Lyapunov-like functions, called Chetaev and control Chetaev functions in the monograph, are introduced. Based on their definition and by mirroring existing results on stability, analogue results for instability are derived. Moreover, by looking at the dynamics of a differential inclusion in backward time, similarities and differences between stability of the origin in forward time and instability in backward time, and vice versa, are discussed. Similarly, the invariance of the stability and instability properties of the equilibria of differential equations with respect to scaling are summarized. As a final result, ideas combining control Lyapunov and control Chetaev functions to simultaneously guarantee stability, i.e., convergence, and instability, i.e., avoidance, are outlined. The work is addressed at researchers working in control as well as graduate students in control engineering and applied mathematics.
-20%
(In-)Stability of Differential Inclusions
Original price was: ₹6,554.00.₹5,244.00Current price is: ₹5,244.00.
Lyapunov methods have been and are still one of the main tools to analyze the stability properties of dynamical systems. In this monograph, Lyapunov results characterizing the stability and stability of the origin of differential inclusions are reviewed. To characterize instability and destabilizability, Lyapunov-like functions, called Chetaev and control Chetaev functions in the monograph, are introduced. Based on their definition and by mirroring existing results on stability, analogue results for instability are derived. Moreover, by looking at the dynamics of a differential inclusion in backward time, similarities and differences between stability of the origin in forward time and instability in backward time, and vice versa, are discussed. Similarly, the invariance of the stability and instability properties of the equilibria of differential equations with respect to scaling are summarized. As a final result, ideas combining control Lyapunov and control Chetaev functions to simultaneously guarantee stability, i.e., convergence, and instability, i.e., avoidance, are outlined. The work is addressed at researchers working in control as well as graduate students in control engineering and applied mathematics.
-20%
A Course on Hopf Algebras
Original price was: ₹5,511.00.₹4,410.00Current price is: ₹4,410.00.
This textbook provides a concise, visual introduction to Hopf algebras and their application to knot theory, most notably the construction of solutions of the Yang–Baxter equations.
-20%
A Course on Hopf Algebras
Original price was: ₹5,511.00.₹4,410.00Current price is: ₹4,410.00.
This textbook provides a concise, visual introduction to Hopf algebras and their application to knot theory, most notably the construction of solutions of the Yang–Baxter equations.
Reviews
There are no reviews yet.