Stochastic analysis and applications to finance: essays in honour of Jia-an Yan
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 Ma...
Saved in:
| Format: | Electronic eBook |
|---|---|
| Language: | English |
| Published: |
Singapore
World Scientific Pub. Co.
c2012
|
| Series: | Interdisciplinary mathematical sciences
v. 13 |
| Subjects: | |
| Online Access: | FHN01 Volltext |
| Summary: | 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 |
| Physical Description: | xiii, 450 p. ill., col. port |
| ISBN: | 9789814383585 |
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| spelling | Stochastic analysis and applications to finance essays in honour of Jia-an Yan editors, Tusheng Zhang, Xunyu Zhou Singapore World Scientific Pub. Co. c2012 xiii, 450 p. ill., col. port txt rdacontent c rdamedia cr rdacarrier Interdisciplinary mathematical sciences v. 13 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 Stochastic analysis Stochastic processes Stochastic systems Finanzmathematik (DE-588)4017195-4 gnd rswk-swf Stochastische Analysis (DE-588)4132272-1 gnd rswk-swf 1\p (DE-588)4016928-5 Festschrift gnd-content Stochastische Analysis (DE-588)4132272-1 s Finanzmathematik (DE-588)4017195-4 s 2\p DE-604 Zhang, Tusheng 1963- Sonstige oth Zhou, Xunyu Sonstige oth Erscheint auch als Druck-Ausgabe 9789814383578 Erscheint auch als Druck-Ausgabe 9814383570 http://www.worldscientific.com/worldscibooks/10.1142/8364#t=toc Verlag URL des Erstveroeffentlichers Volltext 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk 2\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
| spellingShingle | Stochastic analysis and applications to finance essays in honour of Jia-an Yan Stochastic analysis Stochastic processes Stochastic systems Finanzmathematik (DE-588)4017195-4 gnd Stochastische Analysis (DE-588)4132272-1 gnd |
| subject_GND | (DE-588)4017195-4 (DE-588)4132272-1 (DE-588)4016928-5 |
| title | Stochastic analysis and applications to finance essays in honour of Jia-an Yan |
| title_auth | Stochastic analysis and applications to finance essays in honour of Jia-an Yan |
| title_exact_search | Stochastic analysis and applications to finance essays in honour of Jia-an Yan |
| title_full | Stochastic analysis and applications to finance essays in honour of Jia-an Yan editors, Tusheng Zhang, Xunyu Zhou |
| title_fullStr | Stochastic analysis and applications to finance essays in honour of Jia-an Yan editors, Tusheng Zhang, Xunyu Zhou |
| title_full_unstemmed | Stochastic analysis and applications to finance essays in honour of Jia-an Yan editors, Tusheng Zhang, Xunyu Zhou |
| title_short | Stochastic analysis and applications to finance |
| title_sort | stochastic analysis and applications to finance essays in honour of jia an yan |
| title_sub | essays in honour of Jia-an Yan |
| topic | Stochastic analysis Stochastic processes Stochastic systems Finanzmathematik (DE-588)4017195-4 gnd Stochastische Analysis (DE-588)4132272-1 gnd |
| topic_facet | Stochastic analysis Stochastic processes Stochastic systems Finanzmathematik Stochastische Analysis Festschrift |
| url | http://www.worldscientific.com/worldscibooks/10.1142/8364#t=toc |
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