Stochastic analysis, stochastic systems, and applications to finance/ edited by Allanus Tsoi, David Nualart, George Yin.
2011
HG106 .S76 2011
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Title
Stochastic analysis, stochastic systems, and applications to finance/ edited by Allanus Tsoi, David Nualart, George Yin.
ISBN
9814355704
9789814355704
9789814355711 (electronic bk.)
9789814355704
9789814355711 (electronic bk.)
Publication Details
Singapore : World Scientific, c2011.
Language
English
Description
x, 261 p. : ill.
Call Number
HG106 .S76 2011
Note
"It is an expanded version of papers presented at the first Kansas-Missouri Winter School of Applied Probability, which was organized by Allanus Tsoi and was held at the University of Missouri, February 14 and 15, 2008"--P. vii.
Bibliography, etc. Note
Includes bibliographical references.
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Access limited to authorized users.
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Table of Contents
pt. 1. Stochastic analysis and systems
pt. 2. Finance and stochastics.
pt. 2. Finance and stochastics.