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Rainer Buckdahn & Hans J. Engelbert
Stochastic Processes and Related Topics [PDF ebook]
Proceedings of the 12th Winter School, Siegmundsburg (Germany), February 27-March 4, 2000

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Cover of Rainer Buckdahn & Hans J. Engelbert: Stochastic Processes and Related Topics (PDF)

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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Language English ● Format PDF ● Pages 296 ● ISBN 9781482265231 ● Editor Rainer Buckdahn & Hans J. Engelbert ● Publisher CRC Press ● Published 2002 ● Downloadable 3 times ● Currency EUR ● ID 7243066 ● Copy protection Adobe DRM

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