Backward Stochastic Differential Equations with Jumps and Their Actuarial and Financial Applications: BSDEs with Jumps
Author:   Łukasz Delong
Publisher:   Springer London Ltd
Edition:   2013 ed.
ISBN:  

9781447153306


Pages:   288
Publication Date:   25 June 2013
Format:   Paperback
Availability:   Manufactured on demand   Availability explained
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Backward Stochastic Differential Equations with Jumps and Their Actuarial and Financial Applications: BSDEs with Jumps


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Author:   Łukasz Delong
Publisher:   Springer London Ltd
Imprint:   Springer London Ltd
Edition:   2013 ed.
Dimensions:   Width: 15.50cm , Height: 1.50cm , Length: 23.50cm
Weight:   4.569kg
ISBN:  

9781447153306


ISBN 10:   1447153308
Pages:   288
Publication Date:   25 June 2013
Audience:   Professional and scholarly ,  College/higher education ,  Professional & Vocational ,  Undergraduate
Format:   Paperback
Publisher's Status:   Active
Availability:   Manufactured on demand   Availability explained
We will order this item for you from a manufactured on demand supplier.

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From the book reviews: The book presents a self-contained overview of the modern state of the theory of backward stochastic differential equations (BSDEs) for jump-diffusion random processes and aims to show applications of the theory to financial and actuarial problems. ... useful to both students and researchers in applied probability dealing with actuarial and financial problems. (Ya. I. Bilopol's'ka, Mathematical Reviews, June, 2014)


From the book reviews: The book presents a self-contained overview of the modern state of the theory of backward stochastic differential equations (BSDEs) for jump-diffusion random processes and aims to show applications of the theory to financial and actuarial problems. ... useful to both students and researchers in applied probability dealing with actuarial and financial problems. (Ya. I. Bilopol's'ka, Mathematical Reviews, June, 2014)


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