عنوان
پدید آورنده
موضوع
رده
کتابخانه
محل استقرار
3034800967 (print)
3034800975 (electronic bk)
9783034800969 (print)
9783034800976 (electronic bk)
b513364
Stochastic analysis with financial applications
[Book]
Hong Kong 2009 /
Arturo Kohatsu-Higa, Nicolas Privault, Shuenn-Jyi Sheu, Editors
Basel :
Birkhäuser,
c2011
1 online resource (viii, 429 p.) :
ill
Progress in probability ;
vol. 65
"Workshop on Stochastic Analysis and Finance took place at City University of Hong Kong from June 29 to July 03, 2009"--Pref
Includes bibliographical references
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. This book also covers the areas of backward stochastic differential equations via the (non-li
Stochastic analysis with financial applications.
9783034800969
Springer e-books
SpringerLink
Stochastic differential equations, Congresses
Mathematics
519
.
22
Kohatsu-Higa, Arturo
Privault, Nicolas
Sheu, Shuenn-Jyi
Workshop on Stochastic Analysis and Finance(2009 :, City University of Hong Kong)
20120425035348.0
مطالعه متن کتاب [Book]
Y
