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" Stochastic analysis with financial applications "
Arturo Kohatsu-Higa, Nicolas Privault, Shuenn-Jyi Sheu, Editors
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BL
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| Record Number
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691175
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| Doc. No
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b513364
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| Title & Author
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Stochastic analysis with financial applications : Hong Kong 2009 /\ Arturo Kohatsu-Higa, Nicolas Privault, Shuenn-Jyi Sheu, Editors
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| Publication Statement
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Basel :: Birkhäuser,, c2011
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| Series Statement
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Progress in probability ;; vol. 65
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1 online resource (viii, 429 p.) :: ill
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| ISBN
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3034800967 (print)
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: 3034800975 (electronic bk)
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: 9783034800969 (print)
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: 9783034800976 (electronic bk)
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| Notes
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"Workshop on Stochastic Analysis and Finance took place at City University of Hong Kong from June 29 to July 03, 2009"--Pref
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Includes bibliographical references
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| Abstract
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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
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Stochastic differential equations, Congresses
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Mathematics
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| Dewey Classification
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519.22
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Kohatsu-Higa, Arturo
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Privault, Nicolas
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Sheu, Shuenn-Jyi
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Workshop on Stochastic Analysis and Finance(2009 :, City University of Hong Kong)
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