|
|
Sold Out
Book Categories |
| Preface | ||
| Backward Stochastic Differential Equations and Viscosity Solutions of Semilinear Parabolic Deterministic and Stochastic PDE of Second Order | 1 | |
| Isolated Singular Points of Stochastic Differential Equations | 55 | |
| On One-Dimensional Stochastic Equations Driven by Symmetric Stable Processes | 81 | |
| Integral Functionals of Strong Markov Continuous Local Martingales | 111 | |
| On the Approximation of Stochastic Integrals and Weighted BMO | 133 | |
| Minimal Distance Martingale Measures and Optimal Portfolios Consistent with Observed Market Prices | 141 | |
| On Generalized z-Diffusions | 155 | |
| Portfolio Optimisation with Transaction Costs and Exponential Utility | 171 | |
| A Semimartingale Backward Equation Related to the p-Optimal Martingale Measure and the Lower Price of a Contingent Claim | 189 | |
| Subordinators Related to the Exponential Functionals of Brownian Bridges and Explicit Formulae for the Semigroups of Hyperbolic Brownian Motions | 213 | |
| First Passage Time Structural Models with Interest Rate Risk | 237 | |
| Pricing Options for Markovian Models | 249 | |
| Three Intertwined Brownian Topics: Exponential Functionals, Winding Numbers, and Ray - Knight Theorems on Local Time | 269 | |
| List of Participants | 273 | |
| Index | 277 |
| Price | Condition | Delivery | Seller | Action |
| $104.95 | Digital |
| WonderClub |
Michael Burks
reviewed Stochastic Processes and Related Topics: Proceedings of the 12th Winter School, Siegmundsburg (Germany), February 27-March 4, 2000 on June 05, 2019 Stochastic Processes and Related Topics
A very nice introduction to Riemannian geometry. Doesn't get bogged down in technicality, but offers exercises and examples that help build intuition. It's a great place to get started learning geomery.
Login|Complaints|Blog|Games|Digital Media|Souls|Obituary|Contact Us|FAQ
CAN'T FIND WHAT YOU'RE LOOKING FOR? CLICK HERE!!! X
You must be logged in to add to WishlistX
This item is in your Wish List
X
This item is in your Collection
Stochastic Processes and Related Topics: Proceedings of the 12th Winter School, Siegmundsburg (Germany), February 27-March 4, 2000
X
This Item is in Your Inventory
Stochastic Processes and Related Topics: Proceedings of the 12th Winter School, Siegmundsburg (Germany), February 27-March 4, 2000
X
You must be logged in to review the productsX
X
X
Add Stochastic Processes and Related Topics: Proceedings of the 12th Winter School, Siegmundsburg (Germany), February 27-March 4, 2000, , Stochastic Processes and Related Topics: Proceedings of the 12th Winter School, Siegmundsburg (Germany), February 27-March 4, 2000 to the inventory that you are selling on WonderClubX
X
Add Stochastic Processes and Related Topics: Proceedings of the 12th Winter School, Siegmundsburg (Germany), February 27-March 4, 2000, , Stochastic Processes and Related Topics: Proceedings of the 12th Winter School, Siegmundsburg (Germany), February 27-March 4, 2000 to your collection on WonderClub |