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Stochastic Analysis And Applications To Finance: Essays In Honour Of Jia-an Yan

Stochastic Analysis And Applications To Finance: Essays In Honour Of Jia-an Yan

Publisher : World Scientific Publishing Co Pte Ltd
SKU: 9789814383578
R 3 892,00
R 3 308,20
A collection of solicited and refereed articles from distinguished researchers across the field of stochastic analysis and its application to finance. It covers the topics ranging from Markov processes, backward stochastic differential equations, stochastic partial differential equations, and stochastic control, to risk measure and risk theory.
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, 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.
Products specifications
ISBN13 9789814383578
Publisher World Scientific Publishing Co Pte Ltd
Contributor Edited by Tusheng Zhang, Edited by Xunyu Zhou
Publication Date 2012-09-05
Language English
Format Hardback
Pages 464
Product Dimensions (H x W x L) in mm 210 X 148 X 210
Shipping Weight (grams) 500
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Description
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, 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.
Products specifications
ISBN13 9789814383578
Publisher World Scientific Publishing Co Pte Ltd
Contributor Edited by Tusheng Zhang, Edited by Xunyu Zhou
Publication Date 2012-09-05
Language English
Format Hardback
Pages 464
Product Dimensions (H x W x L) in mm 210 X 148 X 210
Shipping Weight (grams) 500
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