Numerical Solution of Stochastic Differential Equations with Jumps in Finance (Stochastic Modelling and Applied Probability)

by EckhardPlaten (Author), NicolaBruti-Liberati (Author)

• New

  Hardcover
  2010

  $148.34

  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.