Generalized Integral Transforms In Mathematical Finance - Info and Reading Options
By Andrey Itkin, Alexander Lipton and Dmitry Muravey
"Generalized Integral Transforms In Mathematical Finance" is published by World Scientific Publishing Company Pte Ltd. in October 15, 2021 - Singapore, it has 512 pages and the language of the book is English.
“Generalized Integral Transforms In Mathematical Finance” Metadata:
- Title: ➤ Generalized Integral Transforms In Mathematical Finance
- Authors: Andrey ItkinAlexander LiptonDmitry Muravey
- Language: English
- Number of Pages: 512
- Publisher: ➤ World Scientific Publishing Company Pte Ltd.
- Publish Date: October 15, 2021
- Publish Location: Singapore
“Generalized Integral Transforms In Mathematical Finance” Subjects and Themes:
- Subjects: ➤ Numerical analysis - Finance, mathematical models - Probabilities. - Stochastic processes - Integral transforms - Mathematical Statistics - financial mathematics - Markov processes - Stochastic partial differential equations - Partial Differential equations - Integral equations - Mathematical Economics - Special Functions
Edition Specifications:
- Format: Hardcover
- Weight: 2 pounds
- Pagination: ➤ xxxiii, 473 pages : illustrations (black and white, some color) ; 24 cm
Edition Identifiers:
- The Open Library ID: OL39808415M - OL28951452W
- Online Computer Library Center (OCLC) ID: 1225977255
- Library of Congress Control Number (LCCN): 2021943643
- ISBN-13: 9789811231735
- ISBN-10: 9811231737
- All ISBNs: 9811231737 - 9789811231735
AI-generated Review of “Generalized Integral Transforms In Mathematical Finance”:
"Generalized Integral Transforms In Mathematical Finance" Table Of Contents:
- 1- - Foreword
- 2- - Preface
- 3- - About the Authors
- 4- - Acknowledgments
- 5- - List of Figures
- 6- - PART 1. One-Factor Financial Modelsand Problems
- 7- - Stochastic Engines and Partial Differential Equations
- 8- - Popular One-Factor Models by Asset Classes
- 9- - PART 2. Integral Equations53
- 10- - Fredholm Integral Equations
- 11- - Volterra Integral Equations
- 12- - Solving Integral Equations Numerically
- 13- - PART 3. Integral Transforms
- 14- - Classical Integral Transforms
- 15- - Generalized Integral Transforms
- 16- - Method of Heat Potentials
- 17- - PART 4. Equities, FX, and Commodities
- 18- - Barrier and American Options
- 19- - On the First Hitting Time Density for a Reducible Diffusion Process
- 20- - Optimal Mean-Reverting Trading Strategies
- 21- - PART 5. Fixed Income
- 22- - Barrier Options in the Hull-White Model
- 23- - Barrier Options in the Time-Dependent CEV and CIR Models
- 24- - Barrier Options in the BK and Verhulst Models
- 25- - PART 6. Credit and Miscellaneous Problems
- 26- - Calibrating the Default Boundary to a Constant Default Intensity
- 27- - McKean-Vlasov Equation with Feedback Through Hitting a Boundary
- 28- - Miscellaneous Problems
- 29- - PART 7. Multilayer Problems
- 30- - Double Barrier Options
- 31- - Appendices
- 32- - Multilayer Heat Equations: Application to Finance
- 33- - Appendices
- 34- - Bibliography
- 35- - Index
"Generalized Integral Transforms In Mathematical Finance" Description:
The Open Library:
Overall, the book will help readers who want to learn modern analyti-cal tools for solving various applied problems of mathematical finance andphysics. From the mathematical perspective, the level of details is closer tothe applied rather than to the abstract or pure theoretical mathematics.The book could also be a subject of a semester course on integral trans-forms and their financial applications for Master and Ph.D. programs incomputational finance or financial engineering or, possibly, applied mathe-matics. It can also be used to train practitioners who want to extend theirknowledge of modern tools of mathematical and computational finance.
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