The Kelvin wave formalism is used to solve numerous problems in physics and financial engineering, including several open ones.
Die Inhaltsangabe kann sich auf eine andere Ausgabe dieses Titels beziehen.
Anbieter: GreatBookPrices, Columbia, MD, USA
Zustand: New. Bestandsnummer des Verkäufers 47818476-n
Anzahl: Mehr als 20 verfügbar
Anbieter: California Books, Miami, FL, USA
Zustand: New. Bestandsnummer des Verkäufers I-9781009503105
Anzahl: Mehr als 20 verfügbar
Anbieter: Rarewaves.com USA, London, LONDO, Vereinigtes Königreich
Paperback. Zustand: New. An intriguing link between a wide range of problems occurring in physics and financial engineering is presented. These problems include the evolution of small perturbations of linear flows in hydrodynamics, the movements of particles in random fields described by the Kolmogorov and Klein-Kramers equations, the Ornstein-Uhlenbeck and Feller processes, and their generalizations. They are reduced to affine differential and pseudo-differential equations and solved in a unified way by using Kelvin waves and developing a comprehensive math framework for calculating transition probabilities and expectations. Kelvin waves are instrumental for studying the well-known Black-Scholes, Heston, and Stein-Stein models and more complex path-dependent volatility models, as well as the pricing of Asian options, volatility and variance swaps, bonds, and bond options. Kelvin waves help to solve several cutting-edge problems, including hedging the impermanent loss of Automated Market Makers for cryptocurrency trading. This title is also available as Open Access on Cambridge Core. Bestandsnummer des Verkäufers LU-9781009503105
Anzahl: Mehr als 20 verfügbar
Anbieter: GreatBookPrices, Columbia, MD, USA
Zustand: As New. Unread book in perfect condition. Bestandsnummer des Verkäufers 47818476
Anzahl: Mehr als 20 verfügbar
Anbieter: Grand Eagle Retail, Bensenville, IL, USA
Paperback. Zustand: new. Paperback. An intriguing link between a wide range of problems occurring in physics and financial engineering is presented. These problems include the evolution of small perturbations of linear flows in hydrodynamics, the movements of particles in random fields described by the Kolmogorov and Klein-Kramers equations, the Ornstein-Uhlenbeck and Feller processes, and their generalizations. They are reduced to affine differential and pseudo-differential equations and solved in a unified way by using Kelvin waves and developing a comprehensive math framework for calculating transition probabilities and expectations. Kelvin waves are instrumental for studying the well-known Black-Scholes, Heston, and Stein-Stein models and more complex path-dependent volatility models, as well as the pricing of Asian options, volatility and variance swaps, bonds, and bond options. Kelvin waves help to solve several cutting-edge problems, including hedging the impermanent loss of Automated Market Makers for cryptocurrency trading. This title is also available as Open Access on Cambridge Core. Explores an intriguing link between a wide range of problems occurring in physics and financial engineering is presented. These problems include the evolution of small perturbations of linear flows in hydrodynamics and the movements of particles in random fields. This title is also available as Open Access on Cambridge Core. Shipping may be from multiple locations in the US or from the UK, depending on stock availability. Bestandsnummer des Verkäufers 9781009503105
Anbieter: Revaluation Books, Exeter, Vereinigtes Königreich
Paperback. Zustand: Brand New. 75 pages. 6.00x0.32x9.00 inches. In Stock. This item is printed on demand. Bestandsnummer des Verkäufers __1009503103
Anzahl: 1 verfügbar
Anbieter: Majestic Books, Hounslow, Vereinigtes Königreich
Zustand: New. Bestandsnummer des Verkäufers 395853700
Anzahl: 4 verfügbar
Anbieter: Books Puddle, New York, NY, USA
Zustand: New. Bestandsnummer des Verkäufers 26401571931
Anzahl: 4 verfügbar
Anbieter: Biblios, Frankfurt am main, HESSE, Deutschland
Zustand: New. Bestandsnummer des Verkäufers 18401571921
Anzahl: 4 verfügbar
Anbieter: Ria Christie Collections, Uxbridge, Vereinigtes Königreich
Zustand: New. In. Bestandsnummer des Verkäufers ria9781009503105_new
Anzahl: Mehr als 20 verfügbar