How Long to Read Functionals of Multidimensional Diffusions with Applications to Finance

How Long Does it Take to Read Functionals of Multidimensional Diffusions with Applications to Finance?

It takes the average reader 7 hours and 13 minutes to read Functionals of Multidimensional Diffusions with Applications to Finance by Jan Baldeaux

Assuming a reading speed of 250 words per minute. Learn more

Description

This research monograph provides an introduction to tractable multidimensional diffusion models, where transition densities, Laplace transforms, Fourier transforms, fundamental solutions or functionals can be obtained in explicit form. The book also provides an introduction to the use of Lie symmetry group methods for diffusions, which allows to compute a wide range of functionals. Besides the well-known methodology on affine diffusions it presents a novel approach to affine processes with applications in finance. Numerical methods, including Monte Carlo and quadrature methods, are discussed...

How long is Functionals of Multidimensional Diffusions with Applications to Finance?

Functionals of Multidimensional Diffusions with Applications to Finance by Jan Baldeaux is 425 pages long, and a total of 108,375 words.

This makes it 143% the length of the average book. It also has 132% more words than the average book.

How Long Does it Take to Read Functionals of Multidimensional Diffusions with Applications to Finance Aloud?

The average oral reading speed is 183 words per minute. This means it takes 9 hours and 52 minutes to read Functionals of Multidimensional Diffusions with Applications to Finance aloud.

What Reading Level is Functionals of Multidimensional Diffusions with Applications to Finance?

Functionals of Multidimensional Diffusions with Applications to Finance is suitable for students ages 12 and up.

Note that there may be other factors that effect this rating besides length that are not factored in on this page. This may include things like complex language or sensitive topics not suitable for students of certain ages.

When deciding what to show young students always use your best judgement and consult a professional.

Where Can I Buy Functionals of Multidimensional Diffusions with Applications to Finance?

Functionals of Multidimensional Diffusions with Applications to Finance by Jan Baldeaux is sold by several retailers and bookshops. However, Read Time works with Amazon to provide an easier way to purchase books.

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