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Item Details
| Title:
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ERROR CALCULUS FOR FINANCE AND PHYSICS
THE LANGUAGE OF DIRICHLET FORMS |
| By: |
Nicolas Bouleau |
| Format: |
Hardback |
| List price:
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£128.50 |
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We currently do not stock this item, please contact the publisher directly for
further information.
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| ISBN 10: |
3110180367 |
| ISBN 13: |
9783110180367 |
| Publisher: |
DE GRUYTER |
| Pub. date: |
15 December, 2003 |
| Series: |
De Gruyter Expositions in Mathematics 37 |
| Pages: |
234 |
| Synopsis: |
The book deals with propagation of errors on data through mathematical models with applications in finance and physics. It is interesting for scientists and practitioners when studying the sensitivity of their models to small changes in the hypotheses. The book differs from what is usually done in sensitivity analysis because it yields powerful new tools allowing to manage errors in stochastic models as those used in modern finance. |
| US Grade: |
College Graduate Student |
| Illustrations: |
Illustrations |
| Publication: |
Germany |
| Imprint: |
Walter de Gruyter & Co |
| Returns: |
Non-returnable |
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