Stochastic Analysis And Applications To Finance: Essays In Honour Of Jia-an Yan
Author:   Tusheng Zhang (Univ Of Manchester, Uk) ,  Xunyu Zhou (Univ Of Oxford, Uk)
Publisher:   World Scientific Publishing Co Pte Ltd
Volume:   13
ISBN:  

9789814383578


Pages:   464
Publication Date:   07 September 2012
Format:   Hardback
Availability:   Out of stock   Availability explained
The supplier is temporarily out of stock of this item. It will be ordered for you on backorder and shipped when it becomes available.

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Stochastic Analysis And Applications To Finance: Essays In Honour Of Jia-an Yan


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Overview

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.

Full Product Details

Author:   Tusheng Zhang (Univ Of Manchester, Uk) ,  Xunyu Zhou (Univ Of Oxford, Uk)
Publisher:   World Scientific Publishing Co Pte Ltd
Imprint:   World Scientific Publishing Co Pte Ltd
Volume:   13
Dimensions:   Width: 16.80cm , Height: 3.00cm , Length: 24.90cm
Weight:   0.907kg
ISBN:  

9789814383578


ISBN 10:   9814383570
Pages:   464
Publication Date:   07 September 2012
Audience:   College/higher education ,  Professional and scholarly ,  Tertiary & Higher Education ,  Professional & Vocational
Format:   Hardback
Publisher's Status:   Active
Availability:   Out of stock   Availability explained
The supplier is temporarily out of stock of this item. It will be ordered for you on backorder and shipped when it becomes available.

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