Stochastic analysis with financial applications Hong Kong 2009 /
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 stochas...
| Other Authors: | Kohatsu-Higa, Arturo., Privault, Nicolas., Sheu, Shuenn-Jyi, 1958-, SpringerLink (Online service), Workshop on Stochastic Analysis and Finance |
|---|---|
| Format: | eBook |
| Language: | English |
| Published: |
Basel :
Birkhäuser,
©2011.
Basel : [2011] |
| Physical Description: |
1 online resource (viii, 429 pages) : illustrations. |
| Series: |
Progress in probability ;
65. |
| Subjects: |
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| 245 | 0 | 0 | |a Stochastic analysis with financial applications : |b Hong Kong 2009 / |c Arturo Kohatsu-Higa, Nicolas Privault, Shuenn-Jyi Sheu, Editors. |
| 260 | |a Basel : |b Birkhäuser, |c ©2011. | ||
| 264 | 1 | |a Basel : |b Birkhäuser, |c [2011] | |
| 264 | 4 | |c ©2011. | |
| 300 | |a 1 online resource (viii, 429 pages) : |b illustrations. | ||
| 336 | |a text |b txt |2 rdacontent. | ||
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| 338 | |a online resource |b cr |2 rdacarrier. | ||
| 347 | |a text file |b PDF |2 rda. | ||
| 490 | 1 | |a Progress in probability ; |v vol. 65. | |
| 500 | |a "Workshop on Stochastic Analysis and Finance took place at City University of Hong Kong from June 29 to July 03, 2009"--Preface. | ||
| 504 | |a Includes bibliographical references. | ||
| 520 | |a 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. | ||
| 588 | 0 | |a Print version record. | |
| 505 | 0 | |a Stochastic Analysis with Financial Applications; Contents; Preface; List of Speakers; Part I Stochastic Analysis; Part II Financial Applications. | |
| 650 | 0 | |a Stochastic differential equations |v Congresses. | |
| 650 | 0 | |a Distribution (Probability theory) | |
| 650 | 0 | |a Finance. | |
| 650 | 6 | |a Équations différentielles stochastiques |v Congrès. | |
| 650 | 6 | |a Distribution (Théorie des probabilités) | |
| 650 | 6 | |a Finances. | |
| 650 | 7 | |a distribution (statistics-related concept) |2 aat. | |
| 650 | 7 | |a finance. |2 aat. | |
| 650 | 7 | |a Stochastic differential equations. |2 fast. | |
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| 653 | 0 | 0 | |a mathematics. |
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| 653 | 0 | 0 | |a probability theory. |
| 653 | 0 | 0 | |a stochastische processen. |
| 653 | 0 | 0 | |a stochastic processes. |
| 653 | 0 | 0 | |a finance. |
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| 653 | 1 | 0 | |a Wiskunde (algemeen) |
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| 700 | 1 | |a Kohatsu-Higa, Arturo. | |
| 700 | 1 | |a Privault, Nicolas. | |
| 700 | 1 | |a Sheu, Shuenn-Jyi, |d 1958- |1 https://id.oclc.org/worldcat/entity/E39PCjHkrBQCDMGwwtmTPYWKwK. | |
| 710 | 2 | |a SpringerLink (Online service) | |
| 711 | 2 | |a Workshop on Stochastic Analysis and Finance |d (2009 : |c City University of Hong Kong) | |
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| 830 | 0 | |a Progress in probability ; |v 65. | |
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