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Stochastic processes, finance and control : a festschrift in honor of Robert J. Elliott /
This book consists of a series of new, peer-reviewed papers in stochastic processes, analysis, filtering and control, with particular emphasis on mathematical finance, actuarial science and engineering. Paper contributors include colleagues, collaborators and former students of Robert Elliott, many...
| Clasificación: | Libro Electrónico |
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| Otros Autores: | , |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Singapore :
World Scientific Publishing Company,
2012.
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| Colección: | Advances in statistics, probability and actuarial science ;
v. 1. |
| Temas: | |
| Acceso en línea: | Texto completo |
| Sumario: | This book consists of a series of new, peer-reviewed papers in stochastic processes, analysis, filtering and control, with particular emphasis on mathematical finance, actuarial science and engineering. Paper contributors include colleagues, collaborators and former students of Robert Elliott, many of whom are world-leading experts and have made fundamental and significant contributions to these areas. This book provides new important insights and results by eminent researchers in the considered areas, which will be of interest to researchers and practitioners. |
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| Notas: | 8. Counterparty risk and the impact of collateralization in CDS contracts T.R. Bielecki, I. Cialenco and I. Iyigunler. |
| Descripción Física: | 1 online resource (xv, 588 pages) : illustrations (some color), portrait. |
| Bibliografía: | Includes bibliographical references. |
| ISBN: | 9789814383318 9814383317 9789814383301 9814383309 9781299243262 1299243266 |