Power Search
Low Price Guarantee
We Take School POs
Stochastic Analysis and Applications to Finance: Essays in Honour of Jia-An Yan
Contributor(s): Zhang, Tusheng (Editor), Zhou, Xunyu (Editor)

View larger image

 ISBN: 9814383570     ISBN-13: 9789814383578
Publisher: World Scientific Publishing Company
OUR PRICE: $159.60  

Binding Type: Hardcover
Published: September 2012
Qty:
Temporarily out of stock - Will ship within 2 to 5 weeks

Click for more in this series: Interdisciplinary Mathematical Sciences
Additional Information
BISAC Categories:
- Mathematics | Probability & Statistics - Stochastic Processes
- Mathematics | Mathematical Analysis
- Business & Economics | Finance - General
Series: Interdisciplinary Mathematical Sciences
Physical Information: 1.2" H x 6.6" W x 9.8" L (2.00 lbs) 464 pages
Features: Bibliography, Illustrated, Table of Contents
 
Descriptions, Reviews, Etc.
Publisher 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.
 
Customer ReviewsSubmit your own review
 
To tell a friend about this book, you must Sign In First!