國立虎尾科技大學 |

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

紀錄類型:	書目-語言資料,印刷品 : Monograph/item
正題名/作者:	Stochastic processes, finance and control/ editors, Samuel N. Cohen ... [et al.].
其他題名:	a festschrift in honor of Robert J. Elliott /
其他作者:	Cohen, Samuel N.
出版者:	Singapore :World Scientific Publishing Company, : 2012.,
面頁冊數:	1 online resource (xv, 588 p.) :ill. (some col.), port. :
附註:	8. Counterparty risk and the impact of collateralization in CDS contracts T.R. Bielecki, I. Cialenco and I. Iyigunler
標題:	Portfolio management. -
電子資源:	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:

557690
Portfolio management.
Index Terms--Genre/Form:

554714
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 /
LDR:01908cam a2200301Ma 4500 001 767806
006 m o d
007 cr cnu---unuuu
008 140115s2012 si ac ob 010 0 eng d
020 $a 9789814383318 (electronic bk.)
020 $a 9814383317 (electronic bk.)
020 $a 9789814383301 (hbk.)
020 $a 9814383309 (hbk.)
020 $a 9781299243262 (MyiLibrary)
020 $a 1299243266 (MyiLibrary)
035 $a ocn830162000
040 $a EBLCP $b eng $c EBLCP $d YDXCP $d MHW $d DEBSZ $d CDX $d OCLCO $d STF $d IDEBK $d E7B
049 $a FISA
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 557690
650 0 $a Stochastic processes. $3 528256
650 0 $a Actuarial science. $3 943795
655 0 $a Electronic books. $2 local $3 554714
700 1 $a Cohen, Samuel N. $3 943792
700 1 $a Elliott, Robert J. $q (Robert James), $d 1940- $3 943793
830 0 $a Advances in statistics, probability and actuarial science ; $v v. 1. $3 943794
856 4 0 $u http://www.worldscientific.com/worldscibooks/10.1142/8351#t=toc