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STOCHASTIC PROCESSES, FINANCE & CONTROL: A FESTSCHRIFT IN HONOR OF ROBERT J ELLIOTT: 1 (Advances In Statistics, Probability And Actuarial Science) - Tapa dura

Libro 1 de 2: Advances in Statistics, Probability and Actuarial Science

SAMUEL N COHEN, DILIP MADAN ET AL

 
9789814383301: STOCHASTIC PROCESSES, FINANCE & CONTROL: A FESTSCHRIFT IN HONOR OF ROBERT J ELLIOTT: 1 (Advances In Statistics, Probability And Actuarial Science)
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ISBN 10: 9814383309 ISBN 13: 9789814383301
Editorial: World Scientific, 2012

Sinopsis

This book consists of a series of new, peer-reviewed papers in stochastic processes, analysis, filtering and control, with particular emphasis on mathematical finance, actuarial science and engineering. Paper contributors include colleagues, collaborators and former students of Robert Elliott, many of whom are world-leading experts and have made fundamental and significant contributions to these areas.This book provides new important insights and results by eminent researchers in the considered areas, which will be of interest to researchers and practitioners. The topics considered will be diverse in applications, and will provide contemporary approaches to the problems considered. The areas considered are rapidly evolving. This volume will contribute to their development, and present the current state-of-the-art stochastic processes, analysis, filtering and control.Contributing authors include: H Albrecher, T Bielecki, F Dufour, M Jeanblanc, I Karatzas, H-H Kuo, A Melnikov, E Platen, G Yin, Q Zhang, C Chiarella, W Fleming, D Madan, R Mamon, J Yan, V Krishnamurthy.

"Sinopsis" puede pertenecer a otra edición de este libro.

De la contraportada

This book consists of a series of new, peer-reviewed papers in stochastic processes, analysis, filtering and control, with particular emphasis on mathematical finance, actuarial science and engineering. Paper contributors include colleagues, collaborators and former students of Robert Elliott, many of whom are world-leading experts and have made fundamental and significant contributions to these areas.

This book provides new important insights and results by eminent researchers in the considered areas, which will be of interest to researchers and practitioners. The topics considered will be diverse in applications, and will provide contemporary approaches to the problems considered. The areas considered are rapidly evolving. This volume will contribute to their development, and present the current state-of-the-art stochastic processes, analysis, filtering and control.

Contributing authors include: H Albrecher, T Bielecki, F Dufour, M Jeanblanc, I Karatzas, H-H Kuo, A Melnikov, E Platen, G Yin, Q Zhang, C Chiarella, W Fleming, D Madan, R Mamon, J Yan, V Krishnamurthy.

"Sobre este título" puede pertenecer a otra edición de este libro.

Editorial
World Scientific
Año de publicación
2012
Idioma
Inglés
ISBN 10 
9814383309
ISBN 13 
9789814383301
Encuadernación
Tapa dura
Número de páginas
606
Editor
Dilip B Madan, COHEN SAMUEL N, SIU TAK KUEN
Contacto del fabricante
no disponible
Persona responsable
GPSR Kontakt
gpsr@libri.de

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