Analysis, Geometry, and Modeling in Finance: Advanced Methods in Option Pricing is the first book that applies advanced analytical and geometrical methods used in physics and mathematics to the fina……続きを見る
New Tools to Solve Your Option Pricing ProblemsFor nonlinear PDEs encountered in quantitative finance, advanced probabilistic methods are needed to address dimensionality issues. Written by two lead……続きを見る
Praise for the first edition “The author is an outstanding expert in harmonic analysis who has made important contributions. The book contains rigorous proofs of a number of the latest results in th……続きを見る
著者：Pierre Saramito
出版社： Springer International Publishing
発売日： 2016年10月26日
This book presents a comprehensive overview of the modeling of complex fluids, including many common substances, such as toothpaste, hair gel, mayonnaise, liquid foam, cement and blood, which cannot……続きを見る
Several types of differential equations, such as functional differential equation, age-structured models, transport equations, reaction-diffusion equations, and partial differential equations with d……続きを見る
This volume provides an introduction to the theory of Mean Field Games, suggested by J.-M. Lasry and P.-L. Lions in 2006 as a mean-field model for Nash equilibria in the strategic interaction of a l……続きを見る
This volume deals with the classical Navier-Stokes system of equations governing the planar flow of incompressible, viscid fluid. It is a first-of-its-kind book, devoted to all aspects of the study ……続きを見る
