Opening book details…
Can I read Financial Modeling: A Backward Stochastic Differential Equations Perspective (Springer Finance) on EtoBox?
Financial Modeling: A Backward Stochastic Differential Equations Perspective (Springer Finance) by Stéphane Crépey (auth.) is a mathematics available to read on EtoBox.
What is Financial Modeling: A Backward Stochastic Differential Equations Perspective (Springer Finance) about?
Backward stochastic differential equations (BSDEs) provide a general mathematical framework for solving pricing and risk management questions of financial derivatives. They are of growing importance for nonlinear pricing problems such as CVA computations that have been developed since the crisis. Although BSDEs are well known to academics, they are less familiar to practitioners in the financial industry. In order to fill this gap, this book revisits financial modeling and computational finance
Who reads Financial Modeling: A Backward Stochastic Differential Equations Perspective (Springer Finance)?
It is typically read by self-directed learners exploring a subject in depth.
Common subject areas: history, science, philosophy, social sciences.
- Author
- Stéphane Crépey (auth.)
- Publisher
- Springer-Verlag Berlin Heidelberg
- Published
- 2013
- Language
- EN
- ISBN
- 9783642371134
- Category
- mathematics
- Subjects
- Science, Computer Science, Finance
- Updated
- 2026-03-25
Other editions & translations
More by Stéphane Crépey (auth.)
Browse all works by Stéphane Crépey (auth.)
Similar books
- Stochastic Differential Equations, Backward SDEs, Partial Differential Equations Stochastic differential equations, backward sdes, partial differential equations — Etienne Pardoux, Aurel Rӑşcanu (auth.) (2014)
- Backward Stochastic Differential Equations with Jumps and Their Actuarial and Financial Applications — Delong, Åukasz (2013)
- Modeling with Itô stochastic differential equations — E. Allen (2007)
- Forward-Backward Stochastic Differential Equations and their Applications (Lecture Notes in Mathematics, 1702) — Jiongmin Yong Jin Ma (1999)
- Backward Stochastic Differential Equations: From Linear to Fully Nonlinear Theory (Probability Theory and Stochastic Modelling Book 86) — Jianfeng Zhang (auth.) (2017)
- Numerical Solution of Stochastic Differential Equations with Jumps in Finance (Stochastic Modelling and Applied Probability (64)) — Eckhard Platen, Nicola Bruti-Liberati (2010)
