Finance Cornett Solution

In financial and actuarial modeling and other areas of application, stochastic differential equations with jumps have been employed to describe the dynamics of various state variables. The numerical solution of such equations is more complex than that of those only driven by Wiener processes, described in Kloeden & Platen: Numerical Solution of Stochastic Differential Equations (1992).

Celebrated as one of the finest Tudor composers, Thomas Weelkes served as organist and choirmaster at Winchester College and Chichester Cathedral and although famed for his madrigals, wrote more Anglican services than any other major composer of the time. Performed by the professional Irish vocal ensemble Resurgam with The English Cornett & Sackbut Ensemble, this album celebrates the sacred music from this prolific composer in Weelkes’ 400th anniversary year.