Backward Stochastic Differential Equations

Financial Modeling: A Backward Stochastic Differential Equations Perspective  [repost]

Financial Modeling: A Backward Stochastic Differential Equations Perspective (Springer Finance) by Stephane Crepey
English | 19 Jun. 2013 | ISBN: 3642371124 | 480 Pages | PDF | 3.31 MB

Backward stochastic differential equations (BSDEs) provide a general mathematical framework for solving pricing and risk management questions of financial derivatives. They are of growing importance for nonlinear pricing problems such as CVA computations that have been developed since the crisis. Although BSDEs are well known to academics,

Financial Modeling: A Backward Stochastic Differential Equations Perspective  eBooks & eLearning

Posted by tarantoga at March 8, 2017
Financial Modeling: A Backward Stochastic Differential Equations Perspective

Stéphane Crépey, "Financial Modeling: A Backward Stochastic Differential Equations Perspective"
ISBN: 3642371124 | 2013 | EPUB | 415 pages | 7 MB

Forward-Backward Stochastic Differential Equations and their Applications  eBooks & eLearning

Posted by step778 at May 21, 2015
Forward-Backward Stochastic Differential Equations and their Applications

Jin Ma, Jiongmin Yong, "Forward-Backward Stochastic Differential Equations and their Applications"
2007 | pages: 281 | ISBN: 3540659609 | PDF | 9,9 mb

Financial Modeling: A Backward Stochastic Differential Equations Perspective  eBooks & eLearning

Posted by arundhati at Sept. 12, 2013
Financial Modeling: A Backward Stochastic Differential Equations Perspective

Stéphane Crépey, "Financial Modeling: A Backward Stochastic Differential Equations Perspective"
2013 | ISBN-10: 3642371124 | 415 pages | PDF | 4,6 MB
Backward Stochastic Differential Equations with Jumps and Their Actuarial and Financial Applications: BSDEs with Jumps [Repost]

Lukasz Delong - Backward Stochastic Differential Equations with Jumps and Their Actuarial and Financial Applications: BSDEs with Jumps
Published: 2013-06-11 | ISBN: 1447153308 | PDF | 288 pages | 2.1 MB
Financial Modeling: A Backward Stochastic Differential Equations Perspective (Repost)

Stéphane Crépey, "Financial Modeling: A Backward Stochastic Differential Equations Perspective"
English | 2013 | ISBN-10: 3642371124 | 415 pages | PDF | 4,6 MB
Backward Stochastic Differential Equations with Jumps and Their Actuarial and Financial Applications: BSDEs with Jumps

Lukasz Delong, "Backward Stochastic Differential Equations with Jumps and Their Actuarial and Financial Applications: BSDEs with Jumps"
English | ISBN: 1447153308 | 2013 | 286 pages | PDF | 3 MB
Stochastic Differential Equations, Backward Sdes, Partial Differential Equations

Etienne Pardoux, Aurel R, "Stochastic Differential Equations, Backward Sdes, Partial Differential Equations"
English | ISBN: 3319057138 | 2014 | 688 pages | PDF | 5 MB

An Introduction to Stochastic Differential Equations  eBooks & eLearning

Posted by First1 at June 14, 2017
An Introduction to Stochastic Differential Equations

An Introduction to Stochastic Differential Equations by Lawrence C. Evans
English | January 5th, 2014 | ISBN: 1470410540 | 161 Pages | True PDF | 2.13 MB

This short book provides a quick, but very readable introduction to stochastic differential equations, that is, to differential equations subject to additive "white noise" and related random disturbances. The exposition is concise and strongly focused upon the interplay between probabilistic intuition and mathematical rigor. Topics include a quick survey of measure theoretic probability theory, followed by an introduction to Brownian motion and the Itô stochastic calculus, and finally the theory of stochastic differential equations.
Stochastic Differential Equations: An Introduction with Applications in Population Dynamics Modeling

Stochastic Differential Equations: An Introduction with Applications in Population Dynamics Modeling
Wiley | English | April 2017 | ISBN-10: 1119377382 | 304 pages | PDF | 3.84 mb

by Michael J. Panik (Author)