Error Calculus for Finance and Physics The Language of Dirichlet Forms
| Author/creator | Bouleau, Nicolas Author |
| Format | Electronic |
| Publication Info | Boston : Walter De Gruyter Incorporated |
| Description | X, 234 p. |
| Supplemental Content | Full text available from Ebook Central - Academic Complete |
| Subjects |
| Series | De Gruyter Expositions in Mathematics Ser. |
| Summary | Annotation 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. |
| Access restriction | Available only to authorized users. |
| Technical details | Mode of access: World Wide Web |
| Genre/form | Electronic books. |
| ISBN | 9783110199291 |
| ISBN | 3110199297 (E-Book) Active Record |
| Standard identifier# | 9783110199291 |
| Stock number | 00007582 |
Availability
| Library | Location | Call Number | Status | Item Actions |
|---|---|---|---|---|
| Electronic Resources | Access Content Online | ✔ Available |