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CRC Press Stochastic Processes and Related Topics - Winter School Proceedings

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£145.99 £128.40 £132.24 £136.08 £139.91 £143.75 £147.59 28 July 2026 16 August 2026 05 September 2026 24 September 2026 14 October 2026
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Description

This volume gathers selected papers from the 12th Winter School on Stochastic Processes and their Applications, held in Siegmundsburg, Germany in March 2000. The collection covers Backward Stochastic Differential Equations, Semilinear PDE and SPDE, Arbitrage Theory, Credit Derivatives and Models for Correlated Defaults, and three intertwined Brownian Topics including Exponential Functionals, Winding Numbers and Local Times. Compiled by CRC Press as part of the Stochastics Monographs series (volume 12), this book presents cutting-edge research from leading experts in the field. The proceedings serve as an essential resource for postgraduate students and researchers seeking comprehensive coverage of contemporary developments in stochastic processes, mathematical finance, and related applications across economics and financial mathematics.

Key Features

CRC Press Stochastics Monographs volume 12 presents peer-reviewed papers from the 12th Winter School on Stochastic Processes and their Applications.

Covers Backward Stochastic Differential Equations, Semilinear PDE, SPDE, Arbitrage Theory, and Credit Derivatives with expert analysis of correlated defaults.

Features three intertwined Brownian topics including Exponential Functionals, Winding Numbers and Local Times.

Ideal for postgraduate students and academic researchers specialising in stochastic processes and mathematical finance.

Proceedings from the February-March 2000 Winter School in Siegmundsburg, Germany, capturing contemporary research from the period.

Product Specifications

Format
hardcover
Domain
Amazon UK
Release Date
16 May 2002
Listed Since
05 February 2007

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