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Analytic and Geometric Methods for Heat Kernel Applications in Finance

✍ Scribed by Ivan G. Avramidi

Tongue
English
Leaves
253
Category
Library
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πŸ“œ SIMILAR VOLUMES

Heat Kernel Method and its Applications
πŸ“ Heat Kernel Method and its Applications
✍ Avramidi, Ivan G πŸ“‚ Library πŸ“… 2015 πŸ› BirkhΓ€user 🌐 English

<p>The heart of the book is the development of a short-time asymptotic expansion for the heat kernel. This is explained in detail and explicit examples of some advanced calculations are given. In addition some advanced methods and extensions, including path integrals, jump diffusion and others are p

Heat Kernel Method and its Applications
πŸ“ Heat Kernel Method and its Applications
✍ Ivan G. Avramidi πŸ“‚ Library πŸ“… 2015 πŸ› BirkhΓ€user 🌐 English

<p>The heart of the book is the development of a short-time asymptotic expansion for the heat kernel. This is explained in detail and explicit examples of some advanced calculations are given. In addition some advanced methods and extensions, including path integrals, jump diffusion and others are p

Java Methods for Financial Engineering:
πŸ“ Java Methods for Financial Engineering: Applications in Finance and Investment
✍ Philip Barker BSc (HONS), MBCS, MCMI (auth.) πŸ“‚ Library πŸ“… 2007 πŸ› Springer-Verlag London 🌐 English

<p><P>This book is structured around the main theories and models used by practitioners to engineer finance and investment tools. The methods developed and implemented in the text are organized as chapters which cover the core areas. Each chapter is largely self-contained, thus the practitioner or s