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Stochastic Analysis with Financial Applications
. Ed(S): Kohatsu-Higa, Arturo; Privault, Nicolas; Sheu, Shuenn-Jyi
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Description for Stochastic Analysis with Financial Applications
Paperback. Editor(s): Kohatsu-Higa, Arturo; Privault, Nicolas; Sheu, Shuenn-Jyi. Series: Progress in Probability. Num Pages: 439 pages, 3 black & white illustrations, 14 colour illustrations, biography. BIC Classification: KF; PBT. Category: (P) Professional & Vocational. Dimension: 235 x 155 x 23. Weight in Grams: 670.
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. The book also covers the areas of backward stochastic differential equations via the (non-linear) G-Brownian motion and the case of jump processes. Concerning the applications to ... Read more
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. The book also covers the areas of backward stochastic differential equations via the (non-linear) G-Brownian motion and the case of jump processes. Concerning the applications to ... Read more
Product Details
Format
Paperback
Publication date
2013
Publisher
Springer Basel Switzerland
Number of pages
439
Condition
New
Series
Progress in Probability
Number of Pages
430
Place of Publication
Basel, Switzerland
ISBN
9783034803373
SKU
V9783034803373
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15
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