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Stochatic Delay Difference and Differential Equations.: Stochatic Delay Difference and Differential Equations: Applications to Financial Markets - Softcover
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The book deals with the asymptotic behaviour of stochastic difference and functional differential equations of Ito type. The equations have a form which make them suitable to model financial markets in which agents use past prices. The main results of the time sysyetms concern the almost sure largest fluctuations of the cumulative returns. These results are robust to the time-discretisation of the process and to the presence of non-linearities in the traders' demand schedules. The conditions for, and dynamics in, a market experiencing a bubble or crash are also described. Numerical methods which both minimise error and preserve the features of the underlying continuous equation are studied and the methods are simulated on computer.
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The book deals with the asymptotic behaviour of stochastic difference and functional differential equations of Ito type. The equations have a form which make them suitable to model financial markets in which agents use past prices. The main results of the time sysyetms concern the almost sure largest fluctuations of the cumulative returns. These results are robust to the time-discretisation of the process and to the presence of non-linearities in the traders' demand schedules. The conditions for, and dynamics in, a market experiencing a bubble or crash are also described. Numerical methods which both minimise error and preserve the features of the underlying continuous equation are studied and the methods are simulated on computer.
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Stochatic Delay Difference and Differential Equations.
Verlag:
LAP Lambert Academic Publishing, 2009
ISBN 10: 3838334752
ISBN 13: 9783838334752
Neu
Softcover
Anbieter: moluna, Greven, Deutschland
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Zustand: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. The book deals with the asymptotic behaviour of stochastic difference and functional differential equations of Ito type. The equations have a form which make them suitable to model financial markets in which agents use past prices. The main results of the t. Bestandsnummer des Verkäufers 5414053
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Stochatic Delay Difference and Differential Equations.
Verlag:
LAP LAMBERT Academic Publishing Dez 2009, 2009
ISBN 10: 3838334752
ISBN 13: 9783838334752
Neu
Taschenbuch
Anbieter: buchversandmimpf2000, Emtmannsberg, BAYE, Deutschland
Verkäuferbewertung 5 von 5 Sternen
Taschenbuch. Zustand: Neu. Neuware -The book deals with the asymptotic behaviour of stochastic difference and functional differential equations of Ito type. The equations have a form which make them suitable to model financial markets in which agents use past prices. The main results of the time sysyetms concern the almost sure largest fluctuations of the cumulative returns. These results are robust to the time-discretisation of the process and to the presence of non-linearities in the traders'' demand schedules. The conditions for, and dynamics in, a market experiencing a bubble or crash are also described. Numerical methods which both minimise error and preserve the features of the underlying continuous equation are studied and the methods are simulated on computer.Books on Demand GmbH, Überseering 33, 22297 Hamburg 180 pp. Englisch. Bestandsnummer des Verkäufers 9783838334752
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Stochatic Delay Difference and Differential Equations.
Verlag:
LAP LAMBERT Academic Publishing Dez 2009, 2009
ISBN 10: 3838334752
ISBN 13: 9783838334752
Neu
Taschenbuch
Anbieter: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Deutschland
Verkäuferbewertung 5 von 5 Sternen
Taschenbuch. Zustand: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -The book deals with the asymptotic behaviour of stochastic difference and functional differential equations of Ito type. The equations have a form which make them suitable to model financial markets in which agents use past prices. The main results of the time sysyetms concern the almost sure largest fluctuations of the cumulative returns. These results are robust to the time-discretisation of the process and to the presence of non-linearities in the traders' demand schedules. The conditions for, and dynamics in, a market experiencing a bubble or crash are also described. Numerical methods which both minimise error and preserve the features of the underlying continuous equation are studied and the methods are simulated on computer. 180 pp. Englisch. Bestandsnummer des Verkäufers 9783838334752
Anzahl: 2 verfügbar
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Stochatic Delay Difference and Differential Equations. : Stochatic Delay Difference and Differential Equations: Applications to Financial Markets
Verlag:
LAP LAMBERT Academic Publishing, 2010
ISBN 10: 3838334752
ISBN 13: 9783838334752
Neu
Taschenbuch
Anbieter: AHA-BUCH GmbH, Einbeck, Deutschland
Verkäuferbewertung 5 von 5 Sternen
Taschenbuch. Zustand: Neu. nach der Bestellung gedruckt Neuware - Printed after ordering - The book deals with the asymptotic behaviour of stochastic difference and functional differential equations of Ito type. The equations have a form which make them suitable to model financial markets in which agents use past prices. The main results of the time sysyetms concern the almost sure largest fluctuations of the cumulative returns. These results are robust to the time-discretisation of the process and to the presence of non-linearities in the traders' demand schedules. The conditions for, and dynamics in, a market experiencing a bubble or crash are also described. Numerical methods which both minimise error and preserve the features of the underlying continuous equation are studied and the methods are simulated on computer. Bestandsnummer des Verkäufers 9783838334752
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Stochatic Delay Difference and Differential Equations.: Stochatic Delay Difference and Differential Equations: Applications to Financial Markets
Verlag:
LAP Lambert Academic Publishing, 2010
ISBN 10: 3838334752
ISBN 13: 9783838334752
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Paperback
Anbieter: Mispah books, Redhill, SURRE, Vereinigtes Königreich
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Paperback. Zustand: Like New. Like New. book. Bestandsnummer des Verkäufers ERICA77338383347526
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