ISBN: 9783034803373 - stochastic analysis with financial applications: hong kong 2009: 65 (13 risultati)

Taschenbuch. Condizione: 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.…

Condizione: New. In English.

Kartoniert / Broschiert. Condizione: New.

Taschenbuch. Condizione: 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.…

Condizione: New. pp. 442.

Taschenbuch. Condizione: Neu. Stochastic Analysis with Financial Applications | Hong Kong 2009 | Arturo Kohatsu-Higa (u. a.) | Taschenbuch | Progress in Probability | ix | Englisch | 2013 | Birkhäuser | 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.…

Paperback. Condizione: Brand New. 2011 edition. 440 pages. 9.00x6.00x0.90 inches. In Stock.

Paperback. Condizione: Like New. LIKE NEW. SHIPS FROM MULTIPLE LOCATIONS. book.

Condizione: new. Questo è un articolo print on demand.

Taschenbuch. Condizione: 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.…

Taschenbuch. Condizione: Neu. This item is printed on demand - Print on Demand Titel. 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.Springer Nature Customer Service Center GmbH, Europaplatz 3, 69115 Heidelberg 440 pp. Englisch.…

Condizione: New. Print on Demand pp. 442 17 Illus. (14 Col.).

Condizione: New. PRINT ON DEMAND pp. 442.