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Applied Diffusion Processes from Engineering to Finance

By Raimondo Manca and Oronzio Manca and Jacques Janssen
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Book Hero Magic crafted this summary to help describe this book. While it's new and still learning, it may not be perfect - your feedback is welcome! Summary
Applied Diffusion Processes from Engineering to Finance explores the use of mathematical diffusion models across various fields such as engineering, finance, and more. It provides a detailed discussion on the applications and implications of such processes, offering insights for both theoretical and practical advancements. The book bridges the gap between theory and practice, presenting readers with a comprehensive understanding of diffusion processes in diverse environments.
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Format: Hardback
$41199
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Book Hero Magic created this recommendation. While it's new and still learning, it may not be perfect - your feedback is welcome! IS THIS YOUR NEXT READ?

This book may appeal to you if you have a keen interest in principles of diffusion processes and their practical applications in fields such as engineering and finance. It offers a comprehensive overview, bringing together theoretical insights and real-world examples, making complex concepts accessible to both academics and professionals in these domains.

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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.

Book Hero Magic formatted this description to make it easier to read. While it's new and still learning, it may not be perfect - your feedback is welcome! Description

The aim of Applied Diffusion Processes from Engineering to Finance is to promote interaction between engineering, finance, and insurance. These three domains share many models and methods of solution for tackling real-life problems. The authors highlight the close inter-relations that exist among the diffusion models utilised 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 methods are explained with the intent of applying them to solve the different problems addressed in the book.

Advanced topics such as nonlinear problems, Lévy processes, and semi-Markov models in connection with diffusion models are explored. The discussion also covers possible future interactions among engineering, finance, and insurance.

Book Details

INFORMATION

ISBN: 9781848212497

Publisher: ISTE Ltd and John Wiley & Sons Inc

Format: Hardback

Date Published: 15 March 2013

Country: United Kingdom

Imprint: ISTE Ltd and John Wiley & Sons Inc

Audience: Professional and scholarly

DIMENSIONS

Spine width: 29.0mm

Width: 163.0mm

Height: 241.0mm

Weight: 762g

Pages: 416

Collections

Education & Reference Jacques Janssen Non-Fiction Oronzio Manca Raimondo Manca Science & Nature

About the Author

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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