: Nicolas Bouleau
: Error Calculus for Finance and Physics The Language of Dirichlet Forms
: Walter de Gruyter GmbH& Co.KG
: 9783110199291
: De Gruyter Expositions in MathematicsISSN
: 1
: CHF 159.40
:
: Allgemeines, Lexika
: English
: 244
: Wasserzeichen/DRM
: PC/MAC/eReader/Tablet
: PDF
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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.



Nicolas Bouleauis Scientific Director at the École Nationale des Ponts, Champs-sur-Marne, France.

Frontmatter1
Contents9
Chapter I Intuitive introduction to error structures11
Chapter II Strongly-continuous semigroups and Dirichlet forms27
Chapter III Error structures42
Chapter IV Images and products of error structures61
Chapter V Sensitivity analysis and error calculus77
Chapter VI Error structures on fundamental spaces space103
Chapter VII Application to financial models147
Chapter VIII Applications in the field of physics197
Backmatter241