Open Daily: 10am - 10pm | Alley door pickup 10am - 7pm 3038 Hennepin Ave Minneapolis, MN
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  • Open Daily: 10am - 10pm
    Alley-side Pickup: 10am - 7pm

    3038 Hennepin Ave Minneapolis, MN
    612-822-4611

Open Daily: 10am - 10pm | Alley-side Pickup: 10am - 7pm
3038 Hennepin Ave Minneapolis, MN
612-822-4611
Backward Stochastic Differential Equations with Jumps and Their Actuarial and Financial Applications: Bsdes with Jumps

Backward Stochastic Differential Equations with Jumps and Their Actuarial and Financial Applications: Bsdes with Jumps

DeLong, Lukasz

Paperback

Series: Eaa

Business GeneralGeneral MathematicsProbability & Statistics

ISBN10: 1447153308
ISBN13: 9781447153306
Publisher: Springer Nature
Published: Jun 25 2013
Pages: 288
Weight: 0.93
Height: 0.63 Width: 6.14 Depth: 9.21
Language: English
Introduction.- Stochastic Calculus.- Backward Stochastic Differential Equations - the General Case.- Forward-Backward Stochastic Differential Equations.- Numerical Methods for FBSDEs.- Nonlinear Expectations and g-Expectations.- Combined Financial and Insurance Model.- Linear BSDEs and Predictable Representations of Insurance Payment Processes.- Arbitrage-Free Pricing, Perfect Hedging and Superhedging.- Quadratic Pricing and Hedging.- Utility Maximization and Indifference Pricing and Hedging.- Pricing and Hedging under a Least Favorable Measure.- Dynamic Risk Measures.- Other Classes of BSDEs.

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