000			02963nam a22004935i 4500
001			978-3-0348-0097-6
003			DE-He213
005			20140220083739.0
007			cr nn 008mamaa
008			110720s2011 sz | s |||| 0|eng d
020			_a9783034800976 _9978-3-0348-0097-6
024	7		_a10.1007/978-3-0348-0097-6 _2doi
050		4	_aQA273.A1-274.9
050		4	_aQA274-274.9
072		7	_aPBT _2bicssc
072		7	_aPBWL _2bicssc
072		7	_aMAT029000 _2bisacsh
082	0	4	_a519.2 _223
100	1		_aKohatsu-Higa, Arturo. _eeditor.
245	1	0	_aStochastic Analysis with Financial Applications _h[electronic resource] : _bHong Kong 2009 / _cedited by Arturo Kohatsu-Higa, Nicolas Privault, Shuenn-Jyi Sheu.
264		1	_aBasel : _bSpringer Basel, _c2011.
300			_aX, 430 p. _bonline resource.
336			_atext _btxt _2rdacontent
337			_acomputer _bc _2rdamedia
338			_aonline resource _bcr _2rdacarrier
347			_atext file _bPDF _2rda
490	1		_aProgress in Probability ; _v65
520			_aStochastic 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. Crépey 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. López-Mimbela J. Luo B. Øksendahl 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
650		0	_aMathematics.
650		0	_aFinance.
650		0	_aDistribution (Probability theory).
650	1	4	_aMathematics.
650	2	4	_aProbability Theory and Stochastic Processes.
650	2	4	_aQuantitative Finance.
700	1		_aPrivault, Nicolas. _eeditor.
700	1		_aSheu, Shuenn-Jyi. _eeditor.
710	2		_aSpringerLink (Online service)
773	0		_tSpringer eBooks
776	0	8	_iPrinted edition: _z9783034800969
830		0	_aProgress in Probability ; _v65
856	4	0	_uhttp://dx.doi.org/10.1007/978-3-0348-0097-6
912			_aZDB-2-SMA
999			_c106592 _d106592