Eckhard Platen Books

Numerical Solution of Stochastic Differential Equations
Functionals of Multidimensional Diffusions with Applications to Finance
Numerical solution of stochastic differential equations
Numerical Solution of SDE Through Computer Experiments Universitext
Numerical Solution of SDE Through Computer Experiments Universitext

By Peter E. Kloeden, Peter Eris Kloeden, Henri Schurz, Eckhard Platen

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This is a computer experimental introduction to the numerical solution of stochastic differential equations. A downloadable software software containing programs for over 100 problems is provided a...

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A Benchmark Approach to Quantitative Finance Springer Finance
A Benchmark Approach to Quantitative Finance Springer Finance
Numerical Solution of Stochastic Differential Equations
Numerical Solution of Stochastic Differential Equations

By Peter E. Kloeden

Average: 0.00, 0 Ratings

The numerical analysis of stochastic differential equations differs significantly from that of ordinary differential equations due to peculiarities of stochastic calculus. This book provides an int...

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Numerical solution of stochastic differential equations with jumps in finance
Numerical Solution of Stochastic Differential Equations with Jumps in Finance
Electromagnetics in Biology

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