株式会社極東書店トップ ＞ 商品一覧 ＞ Stochastic Analysis and Applications to Finance : Essays in Honour of Jia-an Yan.
商品詳細
Stochastic Analysis and Applications to Finance : Essays in Honour of Jia-an Yan. 確率解析とファイナンスへの応用 －Jia-an Yan記念論文集－
・ISBN 978-981-4383-57-8 hard
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電子版あり 大学・学術機関向け電子ブック（eBook）ISBN 978-981-4383-58-5
| 著者・編者 | Zhang, Tusheng / Zhou, Xunyu (eds.), |
|---|---|
| シリーズ | Interdisciplinary Mathematical Sciences |
| 出版社 | (World Scientific, SI) |
| 出版年月 | 2012 |
| ページ数 | 448 pp. |
| 言語 | ENG |
| ニュース番号 | ＜595-259 595-350＞ |
解説
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.