Format:
Online-Ressource (PDF-Datei, 244 p.)
Edition:
2009
ISBN:
9783110199291
Series Statement:
De Gruyter expositions in mathematics 37
Content:
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
Additional Edition:
ISBN 3110180367
Additional Edition:
ISBN 9783110180367
Additional Edition:
ISBN 9783110199291
Additional Edition:
Erscheint auch als Druck-Ausgabe Bouleau, Nicolas, 1945 - Error calculus for finance and physics Berlin [u.a.] : de Gruyter, 2003 ISBN 9783110180367
Additional Edition:
ISBN 3110180367
Language:
English
Subjects:
Mathematics
DOI:
10.1515/9783110199291
URL:
Volltext
(lizenzpflichtig)
