Stochastic Analysis with Financial Applications: Hong Kong 2009: 65 (Progress in Probability, 65) - Image 1

£72.77

Birkhauser Stochastic Analysis with Financial Applications: Hong Kong 2009: 65 (Progress in Probability, 65)

Name: Stochastic Analysis with Financial Applications: Hong Kong 2009: 65 (Progress in Probability, 65)
Brand: Birkhauser
Price: 77.78 GBP
Availability: InStock

Professional Finance

It has never been this cheap. We have no record of a lower price.

£73 today · cheaper than every other day in the last 3 months

NEW HERE?

Amazon shows you one price. We show you all of them.

Tosheroon watches Amazon prices so you don't have to. Every product on Amazon has a price history — we make it visible. Set the price you'd actually pay, and we'll email you the second it gets there. No app, no account, one email.

WHAT'S ON THIS PAGE

↓ Price chart
when this has been cheap or pricey

↓ Forecast
where the price is heading next

↓ Statistics
all-time high & low, recent range

↑ Price alert
name your number, we'll email you

Price History & Forecast

Grey patches = out of stock. Cheaper = lower on the chart. Hover for exact prices.

Last 90 days • 90 data points

Historical

Generating forecast...

Price Distribution

Price distribution over 90 days • 3 price levels

Days at Price

Current Price

Price Analysis

Most common price: £76 (52 days, 57.8%)

Price range: £73 - £78

Price levels: 3 different prices over 90 days

Description

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.

Product Specifications

Brand: Birkhauser
Format: paperback
ASIN: 3034803370
Category: Books > Subjects > Business, Finance & Law > Professional Finance
Domain: Amazon UK
Release Date: 27 November 2013
Listed Since: 13 August 2013

Barcode

No barcode data available

Birkhauser Stochastic Analysis with Financial Applications: Hong Kong 2009: 65 (Progress in Probability, 65)

It has never been this cheap. We have no record of a lower price.

Price History & Forecast

Price Distribution

Price Analysis

Description

Product Specifications

Barcode

Similar Products You Might Like

Seminar on Stochastic Analysis, Random Fields and Applications: Centro Stefano Franscini, Ascona, September 1996: 45 (Progress in Probability, 45)

Seminar on Stochastic Analysis, Random Fields and Applications IV: Centro Stefano Franscini, Ascona, May 2002: 58 (Progress in Probability, 58)

Diffusion Processes and Related Problems in Analysis: Stochastic Flows: 22 (Progress in Probability)

Stochastic Integration with Jumps: 89 (Encyclopedia of Mathematics and its Applications, Series Number 89)

Stochastic Analysis and Related Topics VIII: Silivri Workshop in Gazimagusa (North Cyprus), September 2000: 53 (Progress in Probability, 53)

Seminar on Stochastic Analysis, Random Fields and Applications III: Centro Stefano Franscini, Ascona, September 1999: 52 (Progress in Probability, 52)

Basics of Applied Stochastic Processes (Probability and Its Applications)

Stochastic Inequalities and Applications: 56 (Progress in Probability, 56)

Mouvement brownien, martingales et calcul stochastique: 71 (Mathématiques et Applications, 71)

Optimal Statistical Inference in Financial Engineering

Global and Stochastic Analysis with Applications to Mathematical Physics (Theoretical and Mathematical Physics)

State-Space Approaches for Modelling and Control in Financial Engineering: Systems theory and machine learning methods: 125 (Intelligent Systems Reference Library, 125)

Stochastic Optimization Methods in Finance and Energy: New Financial Products and Energy Market Strategies: 163 (International Series in Operations Research & Management Science, 163)

Yosida Approximations of Stochastic Differential Equations in Infinite Dimensions and Applications: 79 (Probability Theory and Stochastic Modelling, 79)

Scan Statistics and Applications (Statistics for Industry and Technology)

Stability Analysis of Nonlinear Systems (Systems & Control: Foundations & Applications)

Computational Financial Mathematics using MATHEMATICA®: Optimal Trading in Stocks and Options

Stochastic Analysis and Related Topics VII: Proceedings of the Seventh Silivri Workshop: 48 (Progress in Probability, 48)

Multivariate Prediction, de Branges Spaces, and Related Extension and Inverse Problems: 266 (Operator Theory: Advances and Applications, 266)

Stochastic-Process Limits: An Introduction to Stochastic-Process Limits and Their Application to Queues (Springer Series in Operations Research and Financial Engineering)

Contract Theory in Continuous-Time Models (Springer Finance)

Stochastic Processes in Quantum Physics: 94 (Monographs in Mathematics, 94)

Exponential Families of Stochastic Processes (Springer Series in Statistics)

Mathematical Methods in Robust Control of Discrete-Time Linear Stochastic Systems