No Inv.: 013/AF/Perp/93/1c~2461-2462/Perp/85/2c~101853-101856/P/Perp/05/4c~122011,122012/P/Perp/10/2c
No Inv.: 74990-74999/P/01/10c
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 Lévy processes. It discusses key results and techniques (including numerical algori…
Perpustakaan memiliki jld 2.
No Inv.: 77020/S/01/1c
This book provides an introduction to the mathematical modelling of real world financial markets and the rational pricing of derivatives, which is part of the theory that not only underpins modern financial practice but is a thriving area of mathematical research. The central theme is the question of how to find a fair price for a derivative; defined to be a price at which it is not possible fo…
No Inv.: 80550/P/02/1c
No Inv.: 80408/S/02/c1
No Inv.: 80545-80546/S/02/2c
No Inv.: 80558/P/02/1c