Stochastic Analysis and Applications to Finance: Essays in Honour of Jia-an Yan - Couverture rigide

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9789814383578: Stochastic Analysis and Applications to Finance: Essays in Honour of Jia-an Yan
Couverture rigide
ISBN 10 : 9814383570 ISBN 13 : 9789814383578
Editeur : World Scientific Publishing Co Pte Ltd, 2012

Synopsis

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.

Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.

Présentation de l'éditeur

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.

Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.

Éditeur
World Scientific Publishing Co Pte Ltd
Date d'édition
2012
Langue
anglais
ISBN 10 
9814383570
ISBN 13 
9789814383578
Reliure
Relié
Nombre de pages
464
Éditeur
Zhang Tusheng, Zhou Xunyu
Coordonnées du fabricant
non disponible
Personne responsable
non disponible