Stochastic Analysis with Financial Applications; Contents; Preface; List of Speakers; Part I Stochastic Analysis; Part II Financial Applications
Summary
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
Analysis
wiskunde
mathematics
waarschijnlijkheidstheorie
probability theory
stochastische processen
stochastic processes
finance
Mathematics (General)
Wiskunde (algemeen)
Notes
"Workshop on Stochastic Analysis and Finance took place at City University of Hong Kong from June 29 to July 03, 2009"--Preface
