Backward Stochastic Differential Equations

Backward Stochastic Differential Equations: From Linear to Fully Nonlinear Theory  eBooks & eLearning

Posted by AvaxGenius at Oct. 7, 2017
Backward Stochastic Differential Equations: From Linear to Fully Nonlinear Theory

Backward Stochastic Differential Equations: From Linear to Fully Nonlinear Theory By Prof. Jianfeng Zhang
English | EPUB | 2017 | 392 Pages | ISBN : 1493972545 | 6.98 MB

This book provides a systematic and accessible approach to stochastic differential equations, backward stochastic differential equations, and their connection with partial differential equations, as well as the recent development of the fully nonlinear theory, including nonlinear expectation, second order backward stochastic differential equations, and path dependent partial differential equations. Their main applications and numerical algorithms, as well as many exercises, are included.
Backward Stochastic Differential Equations with Jumps and Their Actuarial and Financial Applications (repost)

Backward Stochastic Differential Equations with Jumps and Their Actuarial and Financial Applications: BSDEs with Jumps (EAA Series) by Lukasz Delong
English | 11 Jun. 2013 | ISBN: 1447153308 | 300 Pages | PDF | 2.1 MB

Backward Stochastic Differential Equations: From Linear to Fully Nonlinear Theory  eBooks & eLearning

Posted by AvaxGenius at Aug. 22, 2017
Backward Stochastic Differential Equations: From Linear to Fully Nonlinear Theory

Backward Stochastic Differential Equations: From Linear to Fully Nonlinear Theory By Prof. Jianfeng Zhang
English | PDF | 2017 | 392 Pages | ISBN : 1493972545 | 4.72 MB

This book provides a systematic and accessible approach to stochastic differential equations, backward stochastic differential equations, and their connection with partial differential equations, as well as the recent development of the fully nonlinear theory, including nonlinear expectation, second order backward stochastic differential equations, and path dependent partial differential equations. Their main applications and numerical algorithms, as well as many exercises, are included.
Financial Modeling: A Backward Stochastic Differential Equations Perspective (Springer Finance) [Repost]

Financial Modeling: A Backward Stochastic Differential Equations Perspective (Springer Finance) by Stephane Crepey
English | 19 Jun. 2013 | ISBN: 3642371124 | 480 Pages | PDF | 4.65 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
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
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

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 (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