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Stochastic Equations for Complex Systems Theoretical and Computational Topics
Mathematical analyses and computational predictions of the behavior of complex systems are needed to effectively deal with weather and climate predictions, for example, and the optimal design of technical processes. Given the random nature of such systems and the recognized relevance of randomness, the equations used to describe such systems usually need to involve stochastics. The basic go…
- Edition
- 1
- ISBN/ISSN
- 978-3-319-18206-3
- Collation
- -
- Series Title
- 9 b/w illustrations, 33 illustrations in colour
- Call Number
- VII, 192
Stochastic Analysis for Finance with Simulations
This book is an introduction to stochastic analysis and quantitative finance; it includes both theoretical and computational methods. Topics covered are stochastic calculus, option pricing, optimal portfolio investment, and interest rate models. Also included are simulations of stochastic phenomena, numerical solutions of the Black–Scholes–Merton equation, Monte Carlo methods, and time seri…
- Edition
- 1
- ISBN/ISSN
- 978-3-319-25589-7
- Collation
- -
- Series Title
- 82 b/w illustrations, 107 illustrations in colour
- Call Number
- XXXII, 657
Stochastic Calculus and Applications
Completely revised and greatly expanded, the new edition of this text takes readers who have been exposed to only basic courses in analysis through the modern general theory of random processes and stochastic integrals as used by systems theorists, electronic engineers and, more recently, those working in quantitative and mathematical finance. Building upon the original release of this title, t…
- Edition
- 2
- ISBN/ISSN
- 978-1-4939-2867-5
- Collation
- -
- Series Title
- XXIII, 666,
- Call Number
- -
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