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Stochastic processes, finance and co...

Cohen, Samuel N.

Stochastic processes, finance and control[electronic resource] :a festschrift in honor of Robert J. Elliott /

紀錄類型:	書目-語言資料,印刷品 : Monograph/item
杜威分類號:	519.23
書名/作者:	Stochastic processes, finance and control : a festschrift in honor of Robert J. Elliott // editors, Samuel N. Cohen ... [et al.].
其他作者:	Cohen, Samuel N.
出版者:	Singapore : : World Scientific Publishing Company,, 2012.
面頁冊數:	1 online resource (xv, 588 p.) : : ill. (some col.), port.
附註:	8. Counterparty risk and the impact of collateralization in CDS contracts T.R. Bielecki, I. Cialenco and I. Iyigunler
標題:	Portfolio management.
標題:	Stochastic processes.
標題:	Actuarial science.
ISBN:	9789814383318 (electronic bk.)
ISBN:	9814383317 (electronic bk.)
ISBN:	9789814383301 (hbk.)
ISBN:	9814383309 (hbk.)
ISBN:	9781299243262 (MyiLibrary)
ISBN:	1299243266 (MyiLibrary)
書目註:	Includes bibliographical references.
摘要、提要註:	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.
電子資源:	http://www.worldscientific.com/worldscibooks/10.1142/8351#t=toc

Stochastic processes, finance and control[electronic resource] :a festschrift in honor of Robert J. Elliott /
Stochastic processes, finance and controla festschrift in honor of Robert J. Elliott /[electronic resource] :editors, Samuel N. Cohen ... [et al.]. - Singapore :World Scientific Publishing Company,2012. - 1 online resource (xv, 588 p.) :ill. (some col.), port. - Advances in Statistics, Probability and Actuarial Science ;v.1. - Advances in statistics, probability and actuarial science ;v. 1..

8. Counterparty risk and the impact of collateralization in CDS contracts T.R. Bielecki, I. Cialenco and I. Iyigunler

Includes bibliographical references.

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.

ISBN: 9789814383318 (electronic bk.)Subjects--Topical Terms:

177532
Portfolio management.
Index Terms--Genre/Form:

336502
Electronic books.

LC Class. No.: HG4529.5 / .S76 2012eb

Dewey Class. No.: 519.23

Stochastic processes, finance and control[electronic resource] :a festschrift in honor of Robert J. Elliott /
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020 $a 9814383317 (electronic bk.)
020 $a 9789814383301 (hbk.)
020 $a 9814383309 (hbk.)
020 $a 9781299243262 (MyiLibrary)
020 $a 1299243266 (MyiLibrary)
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245 0 0 $a Stochastic processes, finance and control $h [electronic resource] : $b a festschrift in honor of Robert J. Elliott / $c editors, Samuel N. Cohen ... [et al.].
260 $a Singapore : $b World Scientific Publishing Company, $c 2012.
300 $a 1 online resource (xv, 588 p.) : $b ill. (some col.), port.
490 1 $a Advances in Statistics, Probability and Actuarial Science ; $v v.1
500 $a 8. Counterparty risk and the impact of collateralization in CDS contracts T.R. Bielecki, I. Cialenco and I. Iyigunler
504 $a Includes bibliographical references.
520 $a 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.
588 $a Description based on online resource; title from pdf information screen (Ebsco, viewed June 28, 2013).
650 0 $a Portfolio management. $3 177532
650 0 $a Stochastic processes. $3 177592
650 0 $a Actuarial science. $3 556894
655 0 $a Electronic books. $2 local $3 336502
700 1 $a Cohen, Samuel N. $3 556891
700 1 $a Elliott, Robert J. $q (Robert James), $d 1940- $3 556892
830 0 $a Advances in statistics, probability and actuarial science ; $v v. 1. $3 556893
856 4 0 $u http://www.worldscientific.com/worldscibooks/10.1142/8351#t=toc

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