| Error Calculus for Finance and Physics: The Language of Dirichlet Forms Reprint XXXX Edition Contributor(s): Bouleau, Nicolas (Author) |
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ISBN: 3110180367 ISBN-13: 9783110180367 Publisher: de Gruyter OUR PRICE: $228.00 Product Type: Hardcover - Other Formats Published: December 2003 |
| Additional Information |
| BISAC Categories: - Mathematics | Probability & Statistics - General - Science | Physics - Mathematical & Computational - Business & Economics | Business Mathematics |
| Dewey: 511.43 |
| LCCN: 2003062668 |
| Physical Information: 0.63" H x 6.69" W x 9.61" (1.31 lbs) 244 pages |
| Descriptions, Reviews, Etc. |
| Publisher Description: 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. |