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Stochastic processes, finance and co...

Cohen, Samuel N.

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Stochastic processes, finance and control = a festschrift in honor of Robert J. Elliott /

Record Type:	Electronic resources : Monograph/item
Title/Author:	Stochastic processes, finance and control/ editors, Samuel N. Cohen ... [et al.].
Reminder of title:	a festschrift in honor of Robert J. Elliott /
other author:	Cohen, Samuel N.
Published:	Singapore :World Scientific Publishing Company, : 2012.,
Description:	1 online resource (xv, 588 p.) :ill. (some col.), port.
Notes:	8. Counterparty risk and the impact of collateralization in CDS contracts T.R. Bielecki, I. Cialenco and I. Iyigunler
Subject:	Portfolio management. -
Online resource:	http://www.worldscientific.com/worldscibooks/10.1142/8351#t=toc
ISBN:	9789814383318 (electronic bk.)

Stochastic processes, finance and control = 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:

646616
Portfolio management.
Index Terms--Genre/Form:

542853
Electronic books.

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

Dewey Class. No.: 519.23

Stochastic processes, finance and control = a festschrift in honor of Robert J. Elliott /
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020 $a 9789814383318 (electronic bk.)
020 $a 9814383317 (electronic bk.)
020 $a 9789814383301 (hbk.)
020 $a 9814383309 (hbk.)
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020 $a 1299243266 (MyiLibrary)
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050 4 $a HG4529.5 $b .S76 2012eb
082 0 4 $a 519.23 $2 23
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 646616
650 0 $a Stochastic processes. $3 520663
650 0 $a Actuarial science. $3 1536028
655 0 $a Electronic books. $2 lcsh $3 542853
700 1 $a Cohen, Samuel N. $3 2012841
700 1 $a Elliott, Robert J. $q (Robert James), $d 1940- $3 2016525
830 0 $a Advances in statistics, probability and actuarial science ; $v v. 1. $3 2016526
856 4 0 $u http://www.worldscientific.com/worldscibooks/10.1142/8351#t=toc