{ "item_title" : "Functionals of Multidimensional Diffusions with Applications to Finance", "item_author" : [" Jan Baldeaux", "Eckhard Platen "], "item_description" : "1 A Benchmark Approach to Risk Management.- 2 Functionals of Wiener Processes.- 3 Functionals of Squared Bessel Processes.- 4 Lie Symmetry Group Methods.- 5 Transition Densities via Lie Symmetry Methods.- 6 Exact and Almost Exact Simulation.- 7 Affine Diffusion Processes on the Euclidean Space.- 8 Pricing Using Affine Diffusions.- 9 Solvable Affine Processes on the Euclidean State Space.- 10 An Introduction to Matrix Variate Stochastics.- 11 Wishart Processes.- 12 Monte Carlo and Quasi-Monte Carlo Methods.- 13 Computational Tools.- 14 Credit Risk under the Benchmark Approach.- A Continuous Stochastic Processes.- B Time-Homogeneous Scalar Diffusions.- C Detecting Strict Local Martingales.", "item_img_path" : "https://covers2.booksamillion.com/covers/bam/3/31/903/334/3319033344_b.jpg", "price_data" : { "retail_price" : "54.99", "online_price" : "54.99", "our_price" : "54.99", "club_price" : "54.99", "savings_pct" : "0", "savings_amt" : "0.00", "club_savings_pct" : "0", "club_savings_amt" : "0.00", "discount_pct" : "10", "store_price" : "" } }

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