Download EBOOK Stochatic Delay Difference and Differential Equations. PDF for free


Download EBOOK Stochatic Delay Difference and Differential Equations. PDF for free Category: Science & Geography
The author of the book: Catherine Swords
Format files: PDF, EPUB, TXT, DOCX
The size of the: 9.62 MB
Language: English
ISBN-13: 9783838334752
Edition: LAP Lambert Academic Publishing
Date of issue: 20 June 2010

Description of the book "Stochatic Delay Difference and Differential Equations.":

The book deals with the asymptotic behaviour of stochastic difference and functional differential equations of Ito type. The equations have a form which make them suitable to model financial markets in which agents use past prices. The main results of the time sysyetms concern the almost sure largest fluctuations of the cumulative returns. These results are robust to the time-discretisation of the process and to the presence of non-linearities in the traders' demand schedules. The conditions for, and dynamics in, a market experiencing a bubble or crash are also described. Numerical methods which both minimise error and PDF preserve the features of the underlying continuous equation are studied and the methods are simulated on computer.

Download EBOOK Stochatic Delay Difference and Differential Equations. PDF for free


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Catherine Swords

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Download EBOOK Stochatic Delay Difference and Differential Equations. PDF for free



Download EBOOK Stochatic Delay Difference and Differential Equations. for free

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