Items related to Stochastic Analysis with Financial Applications: Hong...
Stochastic Analysis with Financial Applications: Hong Kong 2009: 65 (Progress in Probability, 65) - Hardcover
Synopsis
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.
"synopsis" may belong to another edition of this title.
From the Back Cover
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
"About this title" may belong to another edition of this title.
Other Popular Editions of the Same Title
Search results for Stochastic Analysis with Financial Applications: Hong...
Seller Image
Stochastic Analysis With Financial Applications : Hong Kong 2009
Seller: GreatBookPrices, Columbia, MD, U.S.A.
Seller rating 5 out of 5 stars
Condition: New. Seller Inventory # 15842383-n
Quantity: 15 available
Stock Image
Stochastic Analysis with Financial Applications (Hardcover)
Seller: Grand Eagle Retail, Bensenville, IL, U.S.A.
Seller rating 5 out of 5 stars
Hardcover. Condition: new. Hardcover. 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. 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. Shipping may be from multiple locations in the US or from the UK, depending on stock availability. Seller Inventory # 9783034800969
Quantity: 1 available
Stock Image
Stochastic Analysis with Financial Applications: Hong Kong 2009 (Progress in Probability, 65)
Seller: Lucky's Textbooks, Dallas, TX, U.S.A.
Seller rating 5 out of 5 stars
Condition: New. Seller Inventory # ABLIING23Mar3113020037633
Quantity: Over 20 available
Stock Image
Stochastic Analysis with Financial Applications: Hong Kong 2009 (Progress in Probability, 65)
Seller: Ria Christie Collections, Uxbridge, United Kingdom
Seller rating 5 out of 5 stars
Condition: New. In. Seller Inventory # ria9783034800969_new
Quantity: Over 20 available
Stock Image
Stochastic Analysis with Financial Applications: Hong Kong 2009 (Progress in Probability, 65)
Seller: California Books, Miami, FL, U.S.A.
Seller rating 5 out of 5 stars
Condition: New. Seller Inventory # I-9783034800969
Quantity: Over 20 available
Seller Image
Stochastic Analysis with Financial Applications
Print on DemandSeller: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Germany
Seller rating 5 out of 5 stars
Buch. Condition: 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. Seller Inventory # 9783034800969
Quantity: 2 available
Seller Image
Stochastic Analysis with Financial Applications
Seller: moluna, Greven, Germany
Seller rating 4 out of 5 stars
Condition: New. Seller Inventory # 4318110
Quantity: Over 20 available
Stock Image
Stochastic Analysis with Financial Applications
Seller: Books Puddle, New York, NY, U.S.A.
Seller rating 4 out of 5 stars
Condition: New. pp. 444. Seller Inventory # 263600643
Quantity: 4 available
Stock Image
Stochastic Analysis with Financial Applications
Print on DemandSeller: Majestic Books, Hounslow, United Kingdom
Seller rating 5 out of 5 stars
Condition: New. Print on Demand pp. 444 17 Illus. (14 Col.). Seller Inventory # 4280028
Quantity: 4 available
Stock Image
Stochastic Analysis with Financial Applications
Print on DemandSeller: Biblios, Frankfurt am main, HESSE, Germany
Seller rating 5 out of 5 stars
Condition: New. PRINT ON DEMAND pp. 444. Seller Inventory # 183600649
Quantity: 4 available