mdh.sePublications
Change search
CiteExportLink to record
Permanent link

Direct link
Cite
Citation style
  • apa
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
  • rtf
Lectures on cubature methods in financial engineering
Mälardalen University, School of Education, Culture and Communication. (Mathematics/Applied Mathematics)ORCID iD: 0000-0002-0139-0747
2011 (English)In: Exploring the world of financíal engineering / [ed] Jeegenijs Carkovs, Anatoliy Malyarenko, Kalev Pärna, Västerås: Mälardalen University , 2011, 48-65 p.Chapter in book (Other academic)
Abstract [en]

We present a pedagogical introduction into cubature methods on Wiener space and their use in financial engineering. Some important parts of mathematics which are often omitted in study plans, are described in details. These includes the Riemann--Stiltjes integral, tensor products, and elements of Lie theory.

Place, publisher, year, edition, pages
Västerås: Mälardalen University , 2011. 48-65 p.
National Category
Probability Theory and Statistics
Research subject
Mathematics/Applied Mathematics
Identifiers
URN: urn:nbn:se:mdh:diva-13367OAI: oai:DiVA.org:mdh-13367DiVA: diva2:460096
Available from: 2011-11-29 Created: 2011-11-29 Last updated: 2013-12-02Bibliographically approved

Open Access in DiVA

No full text

Search in DiVA

By author/editor
Malyarenko, Anatoliy
By organisation
School of Education, Culture and Communication
Probability Theory and Statistics

Search outside of DiVA

GoogleGoogle Scholar

Total: 248 hits
CiteExportLink to record
Permanent link

Direct link
Cite
Citation style
  • apa
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
  • rtf