Posted by **hill0** at May 9, 2017

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,

Posted by **tarantoga** at March 8, 2017

ISBN: 3642371124 | 2013 | EPUB | 415 pages | 7 MB

Posted by **ChrisRedfield** at July 20, 2015

Published: 2013-06-11 | ISBN: 1447153308 | PDF | 288 pages | 2.1 MB

Posted by **step778** at May 21, 2015

2007 | pages: 281 | ISBN: 3540659609 | PDF | 9,9 mb

Posted by **nebulae** at May 11, 2014

English | 2013 | ISBN-10: 3642371124 | 415 pages | PDF | 4,6 MB

Posted by **nebulae** at Oct. 8, 2013

English | ISBN: 1447153308 | 2013 | 286 pages | PDF | 3 MB

Posted by **arundhati** at Sept. 12, 2013

2013 | ISBN-10: 3642371124 | 415 pages | PDF | 4,6 MB

Posted by **roxul** at Nov. 14, 2014

English | ISBN: 3319057138 | 2014 | 688 pages | PDF | 5 MB

Posted by **First1** at June 14, 2017

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.

Posted by **Underaglassmoon** at March 15, 2017

Wiley | English | April 2017 | ISBN-10: 1119377382 | 304 pages | PDF | 3.84 mb

by Michael J. Panik (Author)