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Geometrical Properties Of Differential Equations: Applications Of The Lie Group Analysis In Financial Mathematics

Af: Ljudmila A Bordag Engelsk Hardback

Geometrical Properties Of Differential Equations: Applications Of The Lie Group Analysis In Financial Mathematics

Af: Ljudmila A Bordag Engelsk Hardback
Tjek vores konkurrenters priser

 

This textbook is a short comprehensive and intuitive introduction to Lie group analysis of ordinary and partial differential equations. This practical-oriented material contains a large number of examples and problems accompanied by detailed solutions and figures. In comparison with the known beginner guides to Lie group analysis, the book is oriented toward students who are interested in financial mathematics, mathematical finance and economics.

We provide the results of the Lie group analysis of actual models in Financial Mathematics using recent publications. These models are usually formulated as nonlinear partial differential equations and are rather difficult to make use of. With the help of Lie group analysis it is possible to describe some important properties of these models and to obtain interesting reductions in a clear and understandable algorithmic way.

The book can serve as a short introduction for a further study of modern geometrical analysis applied to models in financial mathematics. It can also be used as textbook in a master's program, in an intensive compact course, or for self study.

The textbook with a large number of examples will be useful not only for students who are interested in Financial Mathematics but also for people who are working in other areas of research that are not directly connected with Physics (for instance in such areas of Applied Mathematics like mathematical economy, bio systems, coding theory, etc.).

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Tjek vores konkurrenters priser
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Fragt: 39 kr
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Tjek vores konkurrenters priser

 

This textbook is a short comprehensive and intuitive introduction to Lie group analysis of ordinary and partial differential equations. This practical-oriented material contains a large number of examples and problems accompanied by detailed solutions and figures. In comparison with the known beginner guides to Lie group analysis, the book is oriented toward students who are interested in financial mathematics, mathematical finance and economics.

We provide the results of the Lie group analysis of actual models in Financial Mathematics using recent publications. These models are usually formulated as nonlinear partial differential equations and are rather difficult to make use of. With the help of Lie group analysis it is possible to describe some important properties of these models and to obtain interesting reductions in a clear and understandable algorithmic way.

The book can serve as a short introduction for a further study of modern geometrical analysis applied to models in financial mathematics. It can also be used as textbook in a master's program, in an intensive compact course, or for self study.

The textbook with a large number of examples will be useful not only for students who are interested in Financial Mathematics but also for people who are working in other areas of research that are not directly connected with Physics (for instance in such areas of Applied Mathematics like mathematical economy, bio systems, coding theory, etc.).

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Se mere i:
Produktdetaljer
Sprog: Engelsk
Sider: 340
ISBN-13: 9789814667241
Indbinding: Hardback
Udgave:
ISBN-10: 9814667242
Kategori: Differentialregning & ligninger
Udg. Dato: 10 jul 2015
Længde: 23mm
Bredde: 158mm
Højde: 238mm
Forlag: World Scientific Publishing Co Pte Ltd
Oplagsdato: 10 jul 2015
Forfatter(e): Ljudmila A Bordag
Forfatter(e) Ljudmila A Bordag

Kategori Differentialregning & ligninger

ISBN-13 9789814667241

Sprog Engelsk

Indbinding Hardback

Sider 340

Udgave

Længde 23mm

Bredde 158mm

Højde 238mm

Udg. Dato 10 jul 2015

Oplagsdato 10 jul 2015

Forlag World Scientific Publishing Co Pte Ltd