TY  - BOOK
AU  - Kohatsu-Higa,Arturo
AU  - Privault,Nicolas
AU  - Sheu,Shuenn-Jyi
ED  - SpringerLink (Online service)
TI  - Stochastic Analysis with Financial Applications: Hong Kong 2009 
T2  - Progress in Probability
SN  - 9783034800976
AV  - QA273.A1-274.9 
U1  - 519.2 23
PY  - 2011///
CY  - Basel
PB  - Springer Basel
KW  - Mathematics
KW  - Finance
KW  - Distribution (Probability theory)
KW  - Probability Theory and Stochastic Processes
KW  - Quantitative Finance
N2  - 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. 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
UR  - http://148.231.10.114:2048/login?url=http://link.springer.com/book/10.1007/978-3-0348-0097-6
ER  -