Error Calculus for Finance and Physics : The Language of Dirichlet Forms.
Title:
Error Calculus for Finance and Physics : The Language of Dirichlet Forms.
Author:
Bouleau, Nicolas.
ISBN:
9783110199291
Personal Author:
Physical Description:
1 online resource (244 pages)
Series:
De Gruyter Expositions in Mathematics ; v.37
De Gruyter Expositions in Mathematics
Contents:
Preface -- Contents -- Chapter I Intuitive introduction to error structures -- Chapter II Strongly-continuous semigroups and Dirichlet forms -- Chapter III Error structures -- Chapter IV Images and products of error structures -- Chapter V Sensitivity analysis and error calculus -- Chapter VI Error structures on fundamental spaces space -- Chapter VII Application to financial models -- Chapter VIII Applications in the field of physics -- Index.
Abstract:
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.
Local Note:
Electronic reproduction. Ann Arbor, Michigan : ProQuest Ebook Central, 2017. Available via World Wide Web. Access may be limited to ProQuest Ebook Central affiliated libraries.
Genre:
Electronic Access:
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