Editors:
- Strong focus on applications of stochastic analysis in finance
- The survey articles are readable by a wide audience
Part of the book series: Progress in Probability (PRPR, volume 65)
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Table of contents (22 papers)
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Front Matter
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Stochastic Analysis
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Front Matter
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Financial Applications
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Front Matter
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About this book
Editors and Affiliations
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Japan Science and Technology Agency, Department of Mathematical Sciences, Ritsumeikan University, Shiga, Japan
Arturo Kohatsu-Higa
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Division of Mathematical Sciences, Nanyang Technological University, Singapore, Singapore
Nicolas Privault
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Department of Mathematics, National Central University, Zhongli City, Taiwan R.O.C.
Shuenn-Jyi Sheu
Bibliographic Information
Book Title: Stochastic Analysis with Financial Applications
Book Subtitle: Hong Kong 2009
Editors: Arturo Kohatsu-Higa, Nicolas Privault, Shuenn-Jyi Sheu
Series Title: Progress in Probability
DOI: https://doi.org/10.1007/978-3-0348-0097-6
Publisher: Birkhäuser Basel
eBook Packages: Mathematics and Statistics, Mathematics and Statistics (R0)
Copyright Information: Springer Basel AG 2011
Hardcover ISBN: 978-3-0348-0096-9Published: 22 July 2011
Softcover ISBN: 978-3-0348-0337-3Published: 27 November 2013
eBook ISBN: 978-3-0348-0097-6Published: 22 July 2011
Series ISSN: 1050-6977
Series E-ISSN: 2297-0428
Edition Number: 1
Number of Pages: IX, 430
Number of Illustrations: 3 b/w illustrations, 14 illustrations in colour
Topics: Probability Theory and Stochastic Processes, Quantitative Finance