Error Calculus for Finance and Physics: The Language of Dirichlet Forms

59d762b72c1e9.jpg Author Nicolas Bouleau
Isbn 9783110180367
File size 1.9MB
Year 2003
Pages 246
Language English
File format PDF
Category Physics

Book 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.

 

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