Name: Backward Stochastic Differential Equations with Jumps and Their Actuarial and Financial Applications
Price: 716.95 DKK
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Author: Lukasz Delong
ISBN: 9781447153306

Backward Stochastic Differential Equations with Jumps and Their Actuarial and Financial Applications af Lukasz Delong

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Backward stochastic differential equations with jumps can be used to solve problems in both finance and insurance. Part I of this book presents the theory of BSDEs with Lipschitz generators driven by a Brownian motion and a compensated random measure, with an emphasis on those generated by step processes and Levy processes.

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Sprog:
Engelsk

ISBN:
9781447153306

Forlag:
Springer London Ltd

Indbinding:
Paperback

Sideantal:
288

Udgivet:
11. juni 2013

Udgave:
2013

Størrelse:
227x146x21 mm.

Vægt:
458 g.

Leveringstid: 8-11 hverdage.
Forventet levering: 6. december 2024

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Backward stochastic differential equations with jumps can be used to solve problems in both finance and insurance. Part I of this book presents the theory of BSDEs with Lipschitz generators driven by a Brownian motion and a compensated random measure, with an emphasis on those generated by step processes and Levy processes.

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