الصفحة 1
الصفحة 1
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Calcolo stocastico per la finanza = Stochastic Calculation for Finance

Offers an introduction to the mathematical, probabilistic and numerical methods that are the basis of the models for the valuation of derivative instruments, such as options and futures, dealt with in modern financial markets. The book is aimed at readers with scientific training, wishing to develop skills in the field of stochastic calculus applied to finance.

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Applicazioni ed esercizi di modellistica numerica per problemi differenziali = Applications and exercises in numerical modeling for differential problems

Contains a collection of exercises related to typical topics in a course on analytical and numerical methods offered in a degree program in Engineering or Mathematics. Starting with exercises in functional analysis and approximation theory, the text develops problems related to the numerical resolution of elliptic, parabolic, and hyperbolic partial differential equations, scalar or vector, in one or more spatial dimensions. Pure diffusion and pure convection problems are therefore addressed, alongside diffusion-transport problems and problems in compressible and incompressible fluid dynamics. Particular emphasis is given to the finite element method for the spatial discretization of the problems considered, although exercises on the finite difference and finite volume methods are also included.

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