Stochastic Analysis And Applications To Finance: Essays In Honour Of Jia-an Yan
Book Details
Format
Hardback or Cased Book
Book Series
Interdisciplinary Mathematical Sciences
ISBN-10
9814383570
ISBN-13
9789814383578
Publisher
World Scientific Publishing Co Pte Ltd
Imprint
World Scientific Publishing Co Pte Ltd
Country of Manufacture
SG
Country of Publication
GB
Publication Date
Sep 7th, 2012
Print length
464 Pages
Product Classification:
FinanceStochastics
Ksh 25,000.00
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Quality
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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.
Get Stochastic Analysis And Applications To Finance: Essays In Honour Of Jia-an Yan by at the best price and quality guaranteed only at Werezi Africa's largest book ecommerce store. The book was published by World Scientific Publishing Co Pte Ltd and it has pages.
