Arturo Kohatsu-Higa, Nicolas Privault, Shuenn-Jyi Sheu, Editors
.PUBLICATION, DISTRIBUTION, ETC
Place of Publication, Distribution, etc.
Basel :
Name of Publisher, Distributor, etc.
Birkhäuser,
Date of Publication, Distribution, etc.
c2011
PHYSICAL DESCRIPTION
Specific Material Designation and Extent of Item
1 online resource (viii, 429 p.) :
Other Physical Details
ill
SERIES
Series Title
Progress in probability ;
Volume Designation
vol. 65
GENERAL NOTES
Text of Note
"Workshop on Stochastic Analysis and Finance took place at City University of Hong Kong from June 29 to July 03, 2009"--Pref
INTERNAL BIBLIOGRAPHIES/INDEXES NOTE
Text of Note
Includes bibliographical references
SUMMARY OR ABSTRACT
Text of Note
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
OTHER EDITION IN ANOTHER MEDIUM
Title
Stochastic analysis with financial applications.
International Standard Book Number
9783034800969
PIECE
Title
Springer e-books
Title
SpringerLink
TOPICAL NAME USED AS SUBJECT
Stochastic differential equations, Congresses
Mathematics
DEWEY DECIMAL CLASSIFICATION
Number
519
.
22
PERSONAL NAME - ALTERNATIVE RESPONSIBILITY
Kohatsu-Higa, Arturo
Privault, Nicolas
Sheu, Shuenn-Jyi
CORPORATE BODY NAME - ALTERNATIVE RESPONSIBILITY
Workshop on Stochastic Analysis and Finance(2009 :, City University of Hong Kong)