http://hdl.handle.net/10453/143 Mon, 20 May 2013 06:38:41 GMT 2013-05-20T06:38:41Z http://hdl.handle.net/10453/14215 Numerical Solution of Stochastic Differential Equations with Jumps in Finance Platen Eckhard; Bruti Liberati Nicola This research monograph concerns the design and analysis of discrete-time approximations for stochastic differential equations (SDEs) driven by ·Wiener processes and Poisson processes or Poisson jump measures, In financial and actuarial modeling and other areas of application I such jump difrusions are often used to d¿Scribe the dynamics of ',.-arious state variables. In finance these may represent, for instance, asset prices, credit ratings, stock indices, luterest rates, exchange rates or commodity prices. The jump component can capture event-driven unC<'xtainties, such as corporato defaults, operational failures or insured events. Fri, 01 Jan 2010 00:00:00 GMT http://hdl.handle.net/10453/14215 2010-01-01T00:00:00Z http://hdl.handle.net/10453/7760 The Construction of Optimal Stated Choice Experiments: Theory and Methods Street Deborah; Burgess Leonie Mon, 01 Jan 2007 00:00:00 GMT http://hdl.handle.net/10453/7760 2007-01-01T00:00:00Z