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Title Stochastic analysis with financial applications : Hong Kong 2009 / Arturo Kohatsu-Higa, Nicolas Privault, Shuenn-Jyi Sheu, Editors.
Imprint Basel : Birkhauser, 2011.

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Series Progress in probability ; vol. 65
Progress in probability ; 65.
Subject Stochastic differential equations -- Congresses.
Alt Name Kohatsu-Higa, Arturo.
Privault, Nicolas.
Sheu, Shuenn-Jyi, 1958-
Workshop on Stochastic Analysis and Finance (2009 : City University of Hong Kong)
Description 1 online resource (viii, 429 pages) : illustrations.
polychrome rdacc
Note "Workshop on Stochastic Analysis and Finance took place at City University of Hong Kong from June 29 to July 03, 2009"--Preface.
Bibliography Note Includes bibliographical references.
Summary 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.
Contents Stochastic Analysis with Financial Applications; Contents; Preface; List of Speakers; Part I Stochastic Analysis; Part II Financial Applications.
Note Print version record.
ISBN 9783034800976 (electronic bk.)
3034800975 (electronic bk.)
9783034800969 (print)
3034800967 (print)
OCLC # 750314780
Link Springer e-books.
Additional Format Print version: Stochastic analysis with financial applications. Basel : Birkhauser ; London : Springer [distributor], 2011 9783034800969 (OCoLC)751535858

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