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Applied Diffusion Processes from Engineering to Finance, 1st Edition, 9781848212497
Hardcover
The aim of this book is to promote interaction between engineering, finance and insurance, as these three domains have many models and methods of solution in common for solving real-life problems. The authors point out the strict inter-relations that exist among the diffusion models used in engineer…

Applied Diffusion Processes from Engineering to Finance, 1st Edition

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$329.59

  • Hardcover

    416 pages

  • Release Date

    13 March 2013

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Summary

The aim of this book is to promote interaction between engineering, finance and insurance, as these three domains have many models and methods of solution in common for solving real-life problems. The authors point out the strict inter-relations that exist among the diffusion models used in engineering, finance and insurance. In each of the three fields, the basic diffusion models are presented and their strong similarities are discussed. Analytical, numerical and Monte Carlo simulation me…

Book Details

ISBN-13:9781848212497
ISBN-10:1848212496
Author:Jacques Janssen, Oronzio Manca, Raimondo Manca
Publisher:ISTE Ltd and John Wiley & Sons Inc
Imprint:ISTE Ltd and John Wiley & Sons Inc
Format:Hardcover
Number of Pages:416
Edition:1st
Release Date:13 March 2013
Weight:762g
Dimensions:241mm x 163mm x 29mm
Series:Iste
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About The Author

Jacques Janssen

Jacques Janssen is now Honorary Professor at the Solvay Business School (ULB) in Brussels, Belgium, having previously taught at EURIA (Euro-Institut d’Actuariat, University of West Brittany, Brest, France) and Télécom-Bretagne (Brest, France) as well as being a director of Jacan Insurance and Finance Services, a consultancy and training company.

Oronzio Manca is Professor of thermal sciences at Seconda Università degli Studi di Napoli in Italy. He is currently Associate Editor of ASME Journal of Heat Transfer and Journal of Porous Media and a member of the editorial advisory boards for The Open Thermodynamics Journal, Advances in Mechanical Engineering, The Open Fuels & Energy Science Journal.

Raimondo Manca is Professor of mathematical methods applied to economics, finance and actuarial science at University of Rome “La Sapienza” in Italy. He is associate editor for the journal Methodology and Computing in Applied Probability. His main research interests are multidimensional linear algebra, computational probability, application of stochastic processes to economics, finance and insurance and simulation models.

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