<p><p>Backward stochastic differential equations (BSDEs) provide a general mathematical framework for solving pricing and risk management questions of financial derivatives. They are of growing importance for nonlinear pricing problems such as CVA computations that have been developed since the cris
Differential Equations: A Modeling Perspective
✍ Scribed by Robert L. Borrelli, Courtney S. Coleman
- Publisher
- Wiley
- Year
- 2004
- Tongue
- English
- Leaves
- 735
- Category
- Library
No coin nor oath required. For personal study only.
✦ Synopsis
Книга Differential Equations: A Modeling Perspective Differential Equations: A Modeling Perspective Книги Математика Автор: Robert L. Borrelli, Courtney S. Coleman Год издания: 2004 Формат: djvu Издат.:Wiley Страниц: 736 Размер: 28,3 Mb ISBN: 0471433322 Язык: Английский0 (голосов: 0) Оценка:This effective and practical new edition continues to focus on differential equations as a powerful tool in constructing mathematical models for the physical world. It emphasizes modeling and visualization of solutions throughout. Each chapter introduces a model and then goes on to look at solutions of the differential equations involved using an integrated analytical, numerical, and qualitative approach. The authors present the material in a way that's clear and understandable to students at all levels. Throughout the text the authors convey their enthusiasm and excitement for the study of ODEs.
📜 SIMILAR VOLUMES
"Backward stochastic differential equations (BSDEs) provide a general mathematical framework for solving pricing and risk management questions of financial derivatives. They are of growing importance for nonlinear pricing problems such as CVA computations that have been developed since the crisis. A
"A reader with a strong background in mathematics, at least two semesters of calculus, and interest in the social sciences will find the book helpful in learning how this area of mathematics can be used in different applications."<strong>
<p>The purpose of this four volume series is to make available for college teachers and students samples of important and realistic applications of mathematics which can be covered in undergraduate programs. The goal is to provide illustrations of how modem mathematics is actually employed to solve
<p>The papers in this book originate from lectures which were held at the "Vienna Workshop on Nonlinear Models and Analysis" – May 20–24, 2002. They represent a cross-section of the research field Applied Nonlinear Analysis with emphasis on free boundaries, fully nonlinear partial differential equat