[PDF] Télécharger Backward Stochastic Differential Equations with Jumps and Their Actuarial and Financial Applications: BSDEs with Jumps (EAA Series)

# [PDF] Télécharger Backward Stochastic Differential Equations with Jumps and Their Actuarial and Financial Applications: BSDEs with Jumps (EAA Series) - Backward Stochastic Differential Equations with Jumps and Their Actuarial and Financial Applications: BSDEs with Jumps (EAA Series) Livre par Lukasz Delong a été vendu pour £44.99 chaque copie. Le livre publié par Springer. Il contient 300 le nombre de pages. Inscrivez-vous maintenant pour accéder à des milliers de livres disponibles en téléchargement gratuit. L'inscription était gratuite.
Titre :Backward Stochastic Differential Equations with Jumps and Their Actuarial and Financial Applications: BSDEs with Jumps (EAA Series)
Nom de fichier : backward-stochastic-differential-equations-with-jumps-and-their-actuarial-and-financial-applications-bsdes-with-jumps-eaa-series.pdf
ISBN 10: 1447153308
Date de sortie:June 11, 2013
Nombre de pages:300 pages
Auteur:Lukasz Delong
Éditeur:Springer
 LIRE TÉLÉCHARGER ➤
Backward Stochastic Differential Equations with Jumps and Their Actuarial and Financial Applications: BSDEs with Jumps (EAA Series) Epub
Backward Stochastic Differential Equations with Jumps and Their Actuarial and Financial Applications: BSDEs with Jumps (EAA Series) Pdf
Backward Stochastic Differential Equations with Jumps and Their Actuarial and Financial Applications: BSDEs with Jumps (EAA Series) Audiobook

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. It discusses key results and techniques (including numerical algorithms) for BSDEs with jumps and studies filtration-consistent nonlinear expectations and g-expectations. Part I also focuses on the mathematical tools and proofs which are crucial for understanding the theory. Part II investigates actuarial and financial applications of BSDEs with jumps. It considers a general financial and insurance model and deals with pricing and hedging of insurance equity-linked claims and asset-liability management problems. It additionally investigates perfect hedging, superhedging, quadratic optimization, utility maximization, indifference pricing, ambiguity risk minimization, no-good-deal pricing and dynamic risk measures. Part III presents some other useful classes of BSDEs and their applications.This book will make BSDEs more accessible to those who are interested in applying these equations to actuarial and financial problems. It will be beneficial to students and researchers in mathematical finance, risk measures, portfolio optimization as well as actuarial practitioners.

[PDF] Télécharger Backward Stochastic Differential Equations with Jumps and Their Actuarial and Financial Applications: BSDEs with Jumps (EAA Series) [EPUB] gratuitement

Adapted solutions of backward stochastic differential ...
Adapted solutions of backward stochastic differential equations with non Lipschitz coefficients
Journal of Differential Equations sciencedirect 
In this paper, we consider the backward Cauchy problem of linear degenerate stochastic partial differential equations. We obtain the existence and ...
Stochastic Analysis and Applications: Vol 36, No 2
Retarded stochastic differential equations with infinite delay driven by Rosenblatt process
Stochastics: Vol 90, No 2 tandfonline 
A stochastic volatility factor model of heston type. Statistical properties and estimation
APPLIED MATHEMATICS washington.edu
AMATH 301 Beginning Scientific puting (4) NW Introduction to the use of computers to solve problems arising in the physical, biological, and engineering ...
Final Answers – Science – NUMERICANA
A selection of mathematical and scientific questions, with definitive answers presented by Dr. Gérard P. Michon (mathematics, physics, etc.).

#TÉLÉCHARGER