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Field name	Details
Dewey Class	519.2
Title	Stochastic Analysis with Financial Applications ([Ebook]) : Hong Kong 2009 / edited by Arturo Kohatsu-Higa, Nicolas Privault, Shuenn-Jyi Sheu.
Author	Kohatsu-Higa, Arturo
Added Personal Name	Privault, Nicolas
Added Personal Name	Sheu, Shuenn-Jyi
Other name(s)	SpringerLink (Online service)
Publication	Basel : Springer , 2011.
Physical Details	IX, 430 p. 17 illus., 14 illus. in color. : online resource.
Series	Progress in probability ; 65
ISBN	9783034800976
Summary Note	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. The book also covers the areas of backward stochastic differential equations via the (non-linear) G-Brownian motion and the case of jump processes. Concerning the applications to finance, many of the articles deal with the valuation and hedging of credit risk in various forms, and include recent results on markets with transaction costs. Contributors: T.R. Bielecki N. Bouleau S. Chakraborty T.S. Chiang S.N. Cohen J.M. Corcuera S. CrÃ©pey A.B. Cruzeiro L. Denis J. Duan R.J. Elliott S. Fang M. Fukasawa F.Q. Gao B. Goldys S. Han Y. Ishikawa M. Jeanblanc H. Jiang B. Jourdain A. Kohatsu-Higa E.T. Kolkovska H. Lee L. Li J.A. LÃ³pez-Mimbela J. Luo B. Ãksendahl J. Ren M. Rutkowski E. Shamarova S.J. Sheu A. Sulem A. Takeuchi N. Vaytis R. Wang J. Wei J. Wu J. Yang H. Yang K. Yasuda X. Zhang:
System details note	Online access to this digital book is restricted to subscription institutions through IP address (only for SISSA internal users).
Internet Site	http://dx.doi.org/10.1007/978-3-0348-0097-6
Links to Related Works	Subject References: Distribution (Probability theory) . Finance . Mathematics . Probability theory and stochastic processes . Quantitative Finance . Authors: editor . Kohatsu-Higa, Arturo . Privault, Nicolas . Sheu, Shuenn-Jyi . Corporate Authors: SpringerLink (Online service) . Series: Progress in probability . Classification: 519.2 . 519.2 (DDC 22) .

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Stochastic Analysis with Financial Applications: Hong Kong 2009

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