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Item Details
| Title:
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STOCHASTIC PROCESSES AND RELATED TOPICS
PROCEEDINGS OF THE 12TH WINTER SCHOOL, SIEGMUNDSBURG (GERMANY), FEBRUARY 27-MARCH 4, 2000 |
| By: |
Rainer Buckdahn (Editor), Hans J. Engelbert (Editor), Marc Yor (Editor) |
| Format: |
Hardback |
| List price:
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£115.00 |
| Our price: |
£103.50 |
| Discount: |
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| You save:
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£11.50 |
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| ISBN 10: |
0415298830 |
| ISBN 13: |
9780415298834 |
| Availability: |
Reprinting. This item may be subject to delays or cancellation.
 Delivery
rates
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| Stock: |
Currently 0 available |
| Publisher: |
TAYLOR & FRANCIS LTD |
| Pub. date: |
16 May, 2002 |
| Pages: |
296 |
| Description: |
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. |
| Synopsis: |
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 Intertwined Brownian Topics: Exponential Functionals, Winding Numbers and Local Times. A unique opportunity to read ideas from all the top experts on the subject, Stochastic Processes and Related Topics is intended for postgraduates and researchers working in this area of mathematics and provides a useful source of reference. |
| Publication: |
UK |
| Imprint: |
Taylor & Francis Ltd |
| Returns: |
Returnable |
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