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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Język Angielski ● Format PDF ● Strony 296 ● ISBN 9781482265231 ● Redaktor Rainer Buckdahn & Hans J. Engelbert ● Wydawca CRC Press ● Opublikowany 2002 ● Do pobrania 3 czasy ● Waluta EUR ● ID 7243066 ● Ochrona przed kopiowaniem Adobe DRM
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