Stochastic Analysis and Applications to Finance: Essays in Honour of Jia-an Yan (BOK)

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This volume is a collection of solicited and refereed articles from distinguished researchers across the field of stochastic analysis and its application to finance. The articles represent new directions and newest developments in this exciting and fast growing area. The covered topics range from Markov processes, backward stochastic differential equations, stochastic partial differential equations, stochastic control, potential theory, functional inequalities, optimal stopping, and portfolio selection, to risk measure and risk theory. It will be a very useful book for young researchers who want to learn about the research directions in the area, as well as experienced researchers who want to know about the latest developments in the area of stochastic analysis and mathematical finance.


Språk Engelsk Engelsk Innbinding Innbundet
Utgitt 2012 Forlag
World Scientific Publishing UK
ISBN 9789814383578 Antall sider 350
Dimensjoner 16,8cm x 24,9cm x 3cm Vekt 907 gram
Leverandør Bertram Trading Ltd Andre medvirkende Tusheng Zhang, Xunyu Zhou
Emner og form Finance, Stochastics