This volume comprises selected papers presented at the 12th Winter School on Stochastic Processes and their Applications, which was held in Siegmundsburg, Germany, in March 2000. The contents include Backward Stochastic Differential Equations; Semilinear PDE and SPDE; Arbitrage Theory; Credit Derivatives and Models for Correlated Defaults; Three In
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Langue Anglais ● Format PDF ● Pages 296 ● ISBN 9781482265231 ● Éditeur Rainer Buckdahn & Hans J. Engelbert ● Maison d’édition CRC Press ● Publié 2002 ● Téléchargeable 3 fois ● Devise EUR ● ID 7243066 ● Protection contre la copie Adobe DRM
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