{"product_id":"9783319052205","title":"Bocconi \u0026 Springer Series","description":"\u003ch1\u003eBocconi \u0026amp; Springer Series\u003c\/h1\u003e \u003ch2\u003eAlfonsi, Aurélien\u003c\/h2\u003e \u003cp\u003e\u003c\/p\u003e\u003cp\u003eThis book gives an overview of affine diffusions, from Ornstein-Uhlenbeck processes to Wishart processes and it considers some related diffusions such as Wright-Fisher processes. It focuses on different simulation schemes for these processes, especially second-order schemes for the weak error. It also presents some models, mostly in the field of finance, where these methods are relevant and provides some numerical experiments. \u003c\/p\u003e\u003cp\u003e\u003c\/p\u003e\u003cp\u003eThe book explains the mathematical background to understand affine diffusions and analyze the accuracy of the schemes.\u003c\/p\u003e\u003cp\u003e \u003c\/p\u003e\u003cp\u003e\u003c\/p\u003e \u003ch3\u003eDetails\u003c\/h3\u003e \u003cp\u003ePublished by: Springer\u003c\/p\u003e \u003cp\u003ePublication Date: 2015-05-13\u003c\/p\u003e \u003cp\u003eFormat: Hardcover\u003c\/p\u003e \u003cp\u003eISBN-13: 9783319052205\u003c\/p\u003e \u003cp\u003eDOI: 10.1007\/978-3-319-05221-2\u003c\/p\u003e \u003cp\u003eDimensions: 235cm x155cm\u003c\/p\u003e \u003cp\u003ePages: 252\u003c\/p\u003e ","brand":"Springer International Publishing","offers":[{"title":"Default Title","offer_id":46545593073804,"sku":"9783319052205","price":49.49,"currency_code":"USD","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0710\/9545\/1788\/files\/9783319052205.jpg?v=1775783620","url":"https:\/\/fh90cf-fv.myshopify.com\/products\/9783319052205","provider":"Late Knight Books and Services, LLC","version":"1.0","type":"link"}