Carte Error Calculus for Finance and Physics Nicolas Bouleau

Error Calculus for Finance and Physics

The Language of Dirichlet Forms

Limbă: engleză
Legare: Copertă tare
Editura: De Gruyter
Disponibilitate: În depozitul extern
Expediem în 10-13 zile
846.99 lei
The book deals with propagation of errors on data through mathematical models with applications in f...

Informații despre carte

Limbă
engleză
Legare
Carte - Copertă tare
Publicat
2003
Pagini
244
EAN
9783110180367
ISBN
3110180367
Enbook ID
09227001
Editura
Greutate
549
Dimensiuni
168 x 12 x 12

Descriere completă

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.

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