Ebook: Stochastic Processes and Related Topics: Proceedings of the 12th Winter School, Siegmundsburg (Germany), February 27-March 4, 2000
- Tags: Mathematics & Statistics, Statistics & Probability, Probability, Probability Theory & Applications, Statistics, Statistics for Business Finance & Economics
- Year: 2002
- Publisher: CRC Press
- City: London
- Edition: 1
- pdf
This volume comprises selected papers presented at the 12th Winter School on Stochastic Processes and their Applications, which was held in Siegmundsburg, Germany, in March 2000. The contents include Backward Stochastic Differential Equations; Semilinear PDE and SPDE; Arbitrage Theory; Credit Derivatives and Models for Correlated Defaults; Three In
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