Stock photo: cover may vary
Affine Diffusions and Related Processes: Simulation, Theory and Applications Paperback - 2016
by AURÉLIEN ALFONSI
Add to wish list
Reader reviews for Affine Diffusions and Related Processes: Simulation, Theory and Applications
Write a review for this book
Important Terms and Guidelines
- Please focus on the book’s content and context. Also, add any personal comments as to how you enjoyed the book. Substantiate your likes and dislikes. You may make comparisons to other books.
- Reviews must be at least 140 characters in length.
- Please do not reveal critical plot elements.
- This is not a help line. Contact customer support if you need help.
Your review must not include:
- Obscenities, discriminatory language, or other insulting language not suitable for public domain
- Advertisements, “spam†content, or references to other products, offers or websites.
- Email addresses, URLs, phone numbers, physical addresses or other contact information.
- Overly critical comments about other reviews or reviewers
- Time-sensitive material (i.e. promotional tours, seminars, lectures, etc.)
- Availability, price, or alternative ordering/shipping information
From the publisher
From the rear cover
This book gives an overview of affine diffusions, from Ornstein-Uhlenbeck processes to Wishart processes and it considers some related diffusions such as Wright-Fisher processes. It focuses on different simulation schemes for these processes, especially second-order schemes for the weak error. It also presents some models, mostly in the field of finance, where these methods are relevant and provides some numerical experiments.
The book explains the mathematical background to understand affine diffusions and analyze the accuracy of the schemes.
Details
- Title Affine Diffusions and Related Processes: Simulation, Theory and Applications
- Author AURÉLIEN ALFONSI
- Binding Paperback
- Publisher Springer
- Publication date 2016
- Features Illustrated
- ISBN 9783319382548
-
Themes
- Aspects (Academic): Science/Technology Aspects
About the author
More Copies for Sale
Affine Diffusions and Related Processes: Simulation, Theory and Applications
by Aurélien Alfonsi
- New
- Paperback
- Condition
- New
- Binding
- Paperback
- ISBN 10 / ISBN 13
- 9783319382548 / 3319382543
- Quantity available
- 596
- Seller
- Item price
-
A$104.21A$15.43 Delivery to USA
Show details
Add to wish list
Item price
A$104.21
A$15.43
Delivery to USA
Affine Diffusions and Related Processes: Simulation, Theory and Applications
by Aurelien Alfonsi
- New
- Paperback
- Condition
- New
- Binding
- Paperback
- ISBN 10 / ISBN 13
- 9783319382548 / 3319382543
- Quantity available
- 10
- Seller
- Item price
-
A$110.25A$19.21 Delivery to USA
Show details
Add to wish list
Item price
A$110.25
A$19.21
Delivery to USA
Stock photo: cover may vary
Affine Diffusions and Related Processes: Simulation, Theory and Applications
by Alfonsi, Aurélien
- New
- Paperback
- Condition
- New
- Binding
- Paperback
- ISBN 10 / ISBN 13
- 9783319382548 / 3319382543
- Quantity available
- 2
- Seller
- Item price
-
A$127.66A$28.96 Delivery to USA
Show details
Add to wish list
Item price
A$127.66
A$28.96
Delivery to USA
Stock photo: cover may vary
Affine Diffusions and Related Processes
by AurÉLien Alfonsi,
- Used
- Condition
- New
- ISBN 10 / ISBN 13
- 9783319382548 / 3319382543
- Quantity available
- 5
- Seller
- Item price
-
A$110.55A$5.78 Delivery to USA
Show details
Add to wish list
Item price
A$110.55
A$5.78
Delivery to USA
Stock photo: cover may vary
Affine Diffusions and Related Processes: Simulation, Theory and Applications (Bocconi & Springer Series, 6)
by Alfonsi, Aurélien
- Used
- Good
- Paperback
- Condition
- Good
- Binding
- Paperback
- ISBN 10 / ISBN 13
- 9783319382548 / 3319382543
- Quantity available
- 1
- Seller
- Item price
-
A$116.35Free Delivery to USA
Show details
Add to wish list
Item price
A$116.35
Free Delivery to USA
Stock photo: cover may vary
Affine Diffusions and Related Processes
by AurÉLien Alfonsi,
- New
- Condition
- New
- ISBN 10 / ISBN 13
- 9783319382548 / 3319382543
- Quantity available
- 5
- Seller
- Item price
-
A$125.03A$5.78 Delivery to USA
Show details
Add to wish list
Item price
A$125.03
A$5.78
Delivery to USA
Stock photo: cover may vary
Affine Diffusions and Related Processes: Simulation, Theory and Applications: 6 (Bocconi & Springer Series)
- New
- Condition
- New
- ISBN 10 / ISBN 13
- 9783319382548 / 3319382543
- Quantity available
- 4
- Seller
- Item price
-
A$125.04A$5.78 Delivery to USA
Show details
Add to wish list
Item price
A$125.04
A$5.78
Delivery to USA