Stochastic Analysis with Financial Applications: Hong Kong 2009: 65 (Progress in Probability) - Softcover
Inhaltsangabe
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 finance, many of the articles deal with the valuation and hedging of credit risk in various forms, and include recent results on markets with transaction costs.
Die Inhaltsangabe kann sich auf eine andere Ausgabe dieses Titels beziehen.
Von der hinteren Coverseite
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 finance, many of the articles deal with the valuation and hedging of credit risk in various forms, and include recent results on markets with transaction costs.
Contributors:
T.R. Bielecki
N. Bouleau
S. Chakraborty
T.S. Chiang
S.N. Cohen
J.M. Corcuera
S. Crépey
A.B. Cruzeiro
L. Denis
J. Duan
R.J. Elliott
S. Fang
M. Fukasawa
F.Q. Gao
B. Goldys
S. Han
Y. Ishikawa
M. Jeanblanc
H. Jiang
B. Jourdain
A. Kohatsu-Higa
E.T. Kolkovska
H. Lee
L. Li
J.A. López-Mimbela
J. Luo
B. Øksendahl
J. Ren
M. Rutkowski
E. Shamarova
S.J. Sheu
A. Sulem
A. Takeuchi
N. Vaytis
R. Wang
J. Wei
J. Wu
J. Yang
H. Yang
K. Yasuda
X. Zhang
„Über diesen Titel“ kann sich auf eine andere Ausgabe dieses Titels beziehen.
Weitere beliebte Ausgaben desselben Titels
Suchergebnisse für Stochastic Analysis with Financial Applications: Hong...
Beispielbild für diese ISBN
Stochastic Analysis with Financial Applications: Hong Kong 2009 (Progress in Probability, 65)
Anbieter: Lucky's Textbooks, Dallas, TX, USA
Verkäuferbewertung 5 von 5 Sternen
Zustand: New. Bestandsnummer des Verkäufers ABLIING23Mar3113020037721
Neu kaufen
EUR 104,46
Versand:
EUR 3,46
Innerhalb der USA
Anzahl: Mehr als 20 verfügbar
Beispielbild für diese ISBN
Stochastic Analysis with Financial Applications: Hong Kong 2009 (Progress in Probability, 65)
Anbieter: Ria Christie Collections, Uxbridge, Vereinigtes Königreich
Verkäuferbewertung 5 von 5 Sternen
Zustand: New. In. Bestandsnummer des Verkäufers ria9783034803373_new
Neu kaufen
EUR 110,46
Versand:
EUR 13,65
Von Vereinigtes Königreich nach USA
Anzahl: Mehr als 20 verfügbar
Beispielbild für diese ISBN
Stochastic Analysis with Financial Applications: Hong Kong 2009 (Progress in Probability, 65)
Anbieter: California Books, Miami, FL, USA
Verkäuferbewertung 5 von 5 Sternen
Zustand: New. Bestandsnummer des Verkäufers I-9783034803373
Neu kaufen
EUR 128,67
Versand:
Gratis
Innerhalb der USA
Anzahl: Mehr als 20 verfügbar
Foto des Verkäufers
Stochastic Analysis with Financial Applications
Print-on-DemandAnbieter: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Deutschland
Verkäuferbewertung 5 von 5 Sternen
Taschenbuch. Zustand: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -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 finance, many of the articles deal with the valuation and hedging of credit risk in various forms, and include recent results on markets with transaction costs. 440 pp. Englisch. Bestandsnummer des Verkäufers 9783034803373
Neu kaufen
EUR 106,99
Versand:
EUR 23,00
Von Deutschland nach USA
Anzahl: 2 verfügbar
Foto des Verkäufers
Stochastic Analysis with Financial Applications
Anbieter: moluna, Greven, Deutschland
Verkäuferbewertung 4 von 5 Sternen
Kartoniert / Broschiert. Zustand: New. Bestandsnummer des Verkäufers 4318206
Neu kaufen
EUR 92,27
Versand:
EUR 48,99
Von Deutschland nach USA
Anzahl: Mehr als 20 verfügbar
Foto des Verkäufers
Stochastic Analysis with Financial Applications: Hong Kong 2009 (Progress in Probability, Band 65)
Anbieter: buchversandmimpf2000, Emtmannsberg, BAYE, Deutschland
Verkäuferbewertung 5 von 5 Sternen
Taschenbuch. Zustand: Sehr gut. Gebraucht - Sehr gut - ungelesen,als Mängelexemplar gekennzeichnet, mit leichten Mängeln an Schnitt oder Einband durch Lager- oder Transportschaden -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 finance, many of the articles deal with the valuation and hedging of credit risk in various forms, and include recent results on markets with transaction costs.Springer Basel AG in Springer Science + Business Media, Heidelberger Platz 3, 14197 Berlin 440 pp. Englisch. Bestandsnummer des Verkäufers INF1000232313
Gebraucht kaufen
EUR 89,90
Versand:
EUR 60,00
Von Deutschland nach USA
Anzahl: 1 verfügbar
Foto des Verkäufers
Stochastic Analysis with Financial Applications | Hong Kong 2009
Anbieter: preigu, Osnabrück, Deutschland
Verkäuferbewertung 5 von 5 Sternen
Taschenbuch. Zustand: Neu. Stochastic Analysis with Financial Applications | Hong Kong 2009 | Arturo Kohatsu-Higa (u. a.) | Taschenbuch | ix | Englisch | 2013 | Springer Basel | EAN 9783034803373 | Verantwortliche Person für die EU: Springer Basel AG in Springer Science + Business Media, Heidelberger Platz 3, 14197 Berlin, juergen[dot]hartmann[at]springer[dot]com | Anbieter: preigu. Bestandsnummer des Verkäufers 105682335
Neu kaufen
EUR 95,80
Versand:
EUR 70,00
Von Deutschland nach USA
Anzahl: 5 verfügbar
Foto des Verkäufers
Stochastic Analysis with Financial Applications
Verlag:
Springer Basel, Springer Basel Nov 2013, 2013
ISBN 10: 3034803370
ISBN 13: 9783034803373
Neu
Taschenbuch
Anbieter: buchversandmimpf2000, Emtmannsberg, BAYE, Deutschland
Verkäuferbewertung 5 von 5 Sternen
Taschenbuch. Zustand: Neu. Neuware -InhaltsangabePart I: Stochastic Analysis.- Dirichlet forms for Poisson measures and Lévy processes: the lent particle method.- Backward stochastic difference equations with finite states.- On a forward-backward stochastic system associated to the Burgers equation.- Quantifying model uncertainties in complex systems.- On the estimate for commutators in DiPerna-Lions theory.- Approximation theorem for stochastic differential equations driven by G-Brownian motion.- Stochastic flows for nonlinear SPDEs driven by linear multiplicative space-time white noises.- Optimal stopping problem associated with jump-diffusion processes.- A review of recent results on approximation of solutions of stochastic differential equations.- Strong consistency of Bayesian estimator under discrete observations and unknown transition density.- Stability of a nonlinear equation related to a spatially-inhomogeneous branching process.- Exponentially stable stationary solutions for delay stochastic evolution equations.- Robust stochastic control and equivalent martingale measures.- Multivalued stochastic differential questions driven by point processes.- Logarithmic derivatives of densities for jump processes.- Part II: Financial Applications.- Convertible bonds in a defaultable diffusion model.- A geometric approach to option pricing with transaction costs in discrete models.- Completeness and hedging in a Lévy bond market.- Asymptotically efficient discrete hedging.- Estimating joint default probability by efficient importance sampling with applications from bottom up.- Market models of forward CDS spreads.- Optimal threshold dividend strategies under the compound Poisson model with regime switching.Springer Basel AG in Springer Science + Business Media, Heidelberger Platz 3, 14197 Berlin 440 pp. Englisch. Bestandsnummer des Verkäufers 9783034803373
Neu kaufen
EUR 106,99
Versand:
EUR 60,00
Von Deutschland nach USA
Anzahl: 2 verfügbar
Beispielbild für diese ISBN
Stochastic Analysis With Financial Applications: Hong Kong 2009
Anbieter: Revaluation Books, Exeter, Vereinigtes Königreich
Verkäuferbewertung 5 von 5 Sternen
Paperback. Zustand: Brand New. 2011 edition. 440 pages. 9.00x6.00x0.90 inches. In Stock. Bestandsnummer des Verkäufers x-3034803370
Neu kaufen
EUR 155,74
Versand:
EUR 14,24
Von Vereinigtes Königreich nach USA
Anzahl: 2 verfügbar
Foto des Verkäufers
Stochastic Analysis with Financial Applications : Hong Kong 2009
Anbieter: AHA-BUCH GmbH, Einbeck, Deutschland
Verkäuferbewertung 5 von 5 Sternen
Taschenbuch. Zustand: Neu. Druck auf Anfrage Neuware - Printed after ordering - 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 finance, many of the articles deal with the valuation and hedging of credit risk in various forms, and include recent results on markets with transaction costs. Bestandsnummer des Verkäufers 9783034803373
Neu kaufen
EUR 106,99
Versand:
EUR 63,32
Von Deutschland nach USA
Anzahl: 1 verfügbar