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Sinopsis
Stochastic analysis has a variety of applications to biological systems as well as physical and engineering problems, and its applications to finance and insurance have bloomed exponentially in recent times. The goal of this book is to present a broad overview of the range of applications of stochastic analysis and some of its recent theoretical developments. This includes numerical simulation, error analysis, parameter estimation, as well as control and robustness properties for stochastic equations. The book also covers the areas of backward stochastic differential equations via the (non-linear) G-Brownian motion and the case of jump processes. Concerning the applications to finance, many of the articles deal with the valuation and hedging of credit risk in various forms, and include recent results on markets with transaction costs.
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De la contraportada
Stochastic analysis has a variety of applications to biological systems as well as physical and engineering problems, and its applications to finance and insurance have bloomed exponentially in recent times. The goal of this book is to present a broad overview of the range of applications of stochastic analysis and some of its recent theoretical developments. This includes numerical simulation, error analysis, parameter estimation, as well as control and robustness properties for stochastic equations. The book also covers the areas of backward stochastic differential equations via the (non-linear) G-Brownian motion and the case of jump processes. Concerning the applications to finance, many of the articles deal with the valuation and hedging of credit risk in various forms, and include recent results on markets with transaction costs.
Contributors:
T.R. Bielecki
N. Bouleau
S. Chakraborty
T.S. Chiang
S.N. Cohen
J.M. Corcuera
S. Crépey
A.B. Cruzeiro
L. Denis
J. Duan
R.J. Elliott
S. Fang
M. Fukasawa
F.Q. Gao
B. Goldys
S. Han
Y. Ishikawa
M. Jeanblanc
H. Jiang
B. Jourdain
A. Kohatsu-Higa
E.T. Kolkovska
H. Lee
L. Li
J.A. López-Mimbela
J. Luo
B. Øksendahl
J. Ren
M. Rutkowski
E. Shamarova
S.J. Sheu
A. Sulem
A. Takeuchi
N. Vaytis
R. Wang
J. Wei
J. Wu
J. Yang
H. Yang
K. Yasuda
X. Zhang
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Stochastic Analysis with Financial Applications : Hong Kong 2009
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Springer Basel, 2011
ISBN 10: 3034800967
ISBN 13: 9783034800969
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Stochastic Analysis with Financial Applications
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Stochastic Analysis with Financial Applications: Hong Kong 2009 (Progress in Probability, 65)
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Stochastic Analysis with Financial Applications
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Springer Basel Jul 2011, 2011
ISBN 10: 3034800967
ISBN 13: 9783034800969
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Librería: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Alemania
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Buch. Condición: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -Stochastic analysis has a variety of applications to biological systems as well as physical and engineering problems, and its applications to finance and insurance have bloomed exponentially in recent times. The goal of this book is to present a broad overview of the range of applications of stochastic analysis and some of its recent theoretical developments. This includes numerical simulation, error analysis, parameter estimation, as well as control and robustness properties for stochastic equations. The book also covers the areas of backward stochastic differential equations via the (non-linear) G-Brownian motion and the case of jump processes. Concerning the applications to finance, many of the articles deal with the valuation and hedging of credit risk in various forms, and include recent results on markets with transaction costs.Contributors:T.R. BieleckiN. BouleauS. ChakrabortyT.S. ChiangS.N. CohenJ.M. CorcueraS. CrépeyA.B. CruzeiroL. DenisJ. DuanR.J. ElliottS. FangM. FukasawaF.Q. GaoB. GoldysS. HanY. IshikawaM. JeanblancH. JiangB. JourdainA. Kohatsu-HigaE.T. KolkovskaH. LeeL. LiJ.A. López-MimbelaJ. LuoB. OksendahlJ. RenM. RutkowskiE. ShamarovaS.J. SheuA. SulemA. TakeuchiN. VaytisR. WangJ. WeiJ. WuJ. YangH. YangK. YasudaX. Zhang 440 pp. Englisch. Nº de ref. del artículo: 9783034800969
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Stochastic Analysis with Financial Applications : Hong Kong 2009
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Buch. Condición: Neu. Druck auf Anfrage Neuware - Printed after ordering - Stochastic analysis has a variety of applications to biological systems as well as physical and engineering problems, and its applications to finance and insurance have bloomed exponentially in recent times. The goal of this book is to present a broad overview of the range of applications of stochastic analysis and some of its recent theoretical developments. This includes numerical simulation, error analysis, parameter estimation, as well as control and robustness properties for stochastic equations. The book also covers the areas of backward stochastic differential equations via the (non-linear) G-Brownian motion and the case of jump processes. Concerning the applications to finance, many of the articles deal with the valuation and hedging of credit risk in various forms, and include recent results on markets with transaction costs.Contributors:T.R. BieleckiN. BouleauS. ChakrabortyT.S. ChiangS.N. CohenJ.M. CorcueraS. CrépeyA.B. CruzeiroL. DenisJ. DuanR.J. ElliottS. FangM. FukasawaF.Q. GaoB. GoldysS. HanY. IshikawaM. JeanblancH. JiangB. JourdainA. Kohatsu-HigaE.T. KolkovskaH. LeeL. LiJ.A. López-MimbelaJ. LuoB. OksendahlJ. RenM. RutkowskiE. ShamarovaS.J. SheuA. SulemA. TakeuchiN. VaytisR. WangJ. WeiJ. WuJ. YangH. YangK. YasudaX. Zhang. Nº de ref. del artículo: 9783034800969
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Stochastic Analysis With Financial Applications : Hong Kong 2009
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Stochastic Analysis with Financial Applications: Hong Kong 2009 (Progress in Probability, 65)
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Stochastic Analysis with Financial Applications
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ISBN 10: 3034800967
ISBN 13: 9783034800969
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Librería: buchversandmimpf2000, Emtmannsberg, BAYE, Alemania
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Buch. Condición: Neu. Neuware -Stochastic analysis has a variety of applications to biological systems as well as physical and engineering problems, and its applications to finance and insurance have bloomed exponentially in recent times. The goal of this book is to present a broad overview of the range of applications of stochastic analysis and some of its recent theoretical developments. This includes numerical simulation, error analysis, parameter estimation, as well as control and robustness properties for stochastic equations. The book also covers the areas of backward stochastic differential equations via the (non-linear) G-Brownian motion and the case of jump processes. Concerning the applications to finance, many of the articles deal with the valuation and hedging of credit risk in various forms, and include recent results on markets with transaction costs.Springer Basel AG in Springer Science + Business Media, Heidelberger Platz 3, 14197 Berlin 440 pp. Englisch. Nº de ref. del artículo: 9783034800969
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Stochastic Analysis with Financial Applications
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Stochastic Analysis With Financial Applications: Hong Kong 2009
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Hardcover. Condición: Brand New. 438 pages. 9.00x6.00x1.00 inches. In Stock. Nº de ref. del artículo: x-3034800967
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