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Can I read Applied Diffusion Processes from Engineering to Finance: Janssen/Applied Diffusion Processes from Engineering to Finance on EtoBox?
Applied Diffusion Processes from Engineering to Finance: Janssen/Applied Diffusion Processes from Engineering to Finance by Jacques Janssen, Oronzio Manca, Raimondo Manca(auth.) is a nonfiction available to read on EtoBox.
What is Applied Diffusion Processes from Engineering to Finance: Janssen/Applied Diffusion Processes from Engineering to Finance about?
The aim of this book is to promote interaction between Engineering, Finance and Insurance, as there are many models and solution methods in common for solving real-life problems in these three topics. The authors point out the strict inter-relations that exist among the diffusion models used in Engineering, Finance and Insurance. In each of the three fields the basic diffusion models are presented and their strong similarities are discussed. Analytical, numerical and Monte Carlo simulation methods are explained with a view to applying them to get the solutions of the different problems presented in the book. Advanced topics such as non-linear problems, Levy processes and semi-Markov models in interactions with the diffusion models are discussed, as well as possible future interactions among Engineering, Finance and Insurance. Content: Chapter 1 Diffusion Phenomena and Models (pages 1–16): Jacques Janssen, Oronzio Manca and Raimondo Manca Chapter 2 Probabilistic Models of Diffusion Processes (pages 17–46): Jacques Janssen, Oronzio Manca and Raimondo Manca Chapter 3 Solving Partial Differential Equations of Second Order (pages 47–84): Jacques Janssen, Oronzio Manca and Raimondo Manca
Who reads Applied Diffusion Processes from Engineering to Finance: Janssen/Applied Diffusion Processes from Engineering to Finance?
It is typically read by self-directed learners exploring a subject in depth.
Common subject areas: history, science, philosophy, social sciences.
- Author
- Jacques Janssen, Oronzio Manca, Raimondo Manca(auth.)
- Publisher
- ISTE Ltd and John Wiley & Sons Inc
- Published
- 2013
- Language
- EN
- ISBN
- 9781848212497
- Category
- nonfiction
- Subjects
- Mathematics, Finance, Business
