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Error Calculus for Finance and Physics

Name: Error Calculus for Finance and Physics
Brand: De Gruyter
SKU: 09227001
Price: 165.19 EUR
Availability: InStock
Author: Nicolas Bouleau
ISBN: 9783110180367

The Language of Dirichlet Forms

Nicolas Bouleau

Language

English

Book Hardback

Libristo code: 09227001

Publishers De Gruyter, December 2003

The book deals with propagation of errors on data through mathematical models with applications in f... Full description

Libristo code: 09227001

404 b

165.19 € VAT included

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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.