Posted by **AvaxGenius** at Oct. 7, 2017

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.

Posted by **hill0** at Sept. 30, 2017

English | 11 Jun. 2013 | ISBN: 1447153308 | 300 Pages | PDF | 2.1 MB

Posted by **AvaxGenius** at Aug. 22, 2017

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.

Posted by **hill0** at Sept. 26, 2017

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

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