Author

Publication

2012-09-07 - World Scientific Publishing Company

Language

English

Word Count

112,500 words, Guess

Page Count

450 pages

Physical Format

Hardcover

Identifiers

  • ISBN-109814383570
  • ISBN-139789814383578
  • OCLC Control Number804048968
  • Better World Books9789814383578
  • Open LibraryOL28373260M

Classifications

  • LCCQA274.2.S77133 2012
  • LCCQA274.2 .S76 2012

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.

Subjects

Other Editions

  • Stochastic Analysis And Applications To Finance: Essays in Honour of Jia-an YanHardcoverWorld Scientific Publishing Company2012-09-07

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