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Paperback Functionals of Multidimensional Diffusions with Applications to Finance Book

ISBN: 3319033344

ISBN13: 9783319033341

Functionals of Multidimensional Diffusions with Applications to Finance

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Format: Paperback

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Book Overview

1 A Benchmark Approach to Risk Management.- 2 Functionals of Wiener Processes.- 3 Functionals of Squared Bessel Processes.- 4 Lie Symmetry Group Methods.- 5 Transition Densities via Lie Symmetry Methods.- 6 Exact and Almost Exact Simulation.- 7 Affine Diffusion Processes on the Euclidean Space.- 8 Pricing Using Affine Diffusions.- 9 Solvable Affine Processes on the Euclidean State Space.- 10 An Introduction to Matrix Variate Stochastics.- 11 Wishart...

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