Error Calculus for Finance and Physics: The Language of Dirichlet Forms

by Nicolas Bouleau

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Many recent advances in modelling within the applied sciences and engineering have focused on the increasing importance of sensitivity analyses. For a given physical, financial or environmental model, increased emphasis is now placed on assessing the consequences of changes in model outputs that result from small changes or errors in both the hypotheses and parameters. The approach proposed in this book is entirely new and features two main characteristics...

Format:Hardcover

Language:English

ISBN:3110180367

ISBN13:9783110180367

Release Date:December 2003

Publisher:de Gruyter

Length:244 Pages

Weight:1.31 lbs.

Dimensions:0.6" x 6.7" x 9.6"

Age Range:22 years and up

Grade Range:Postsecondary

Related Subjects

Business Business & Investing Math Mathematics Science Science & Math Science & Scientists Science & Technology

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Error Calculus for Finance and Physics: The Language of Dirichlet Forms

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