{"product_id":"backward-stochastic-differential-equations-with-lukasz-delong-9781447153306","title":"Backward Stochastic Differential Equations with Jumps and Their Actuarial and Financial Applications: Bsdes with Jumps","description":"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.\u003cbr\u003e\u003cbr\u003e\u003cb\u003eAuthor:\u003c\/b\u003e Lukasz DeLong\u003cbr\u003e\u003cb\u003eISBN-10:\u003c\/b\u003e 1447153308\u003cbr\u003e\u003cb\u003eISBN-13:\u003c\/b\u003e 9781447153306\u003cbr\u003e\u003cb\u003ePublisher:\u003c\/b\u003e Springer\u003cbr\u003e\u003cb\u003eLanguage:\u003c\/b\u003e English\u003cbr\u003e\u003cb\u003ePublished:\u003c\/b\u003e 06\/25\/2013\u003cbr\u003e\u003cb\u003ePages:\u003c\/b\u003e 288\u003cbr\u003e\u003cb\u003eFormat:\u003c\/b\u003e Paperback\u003cbr\u003e\u003cb\u003eWeight:\u003c\/b\u003e 0.93lbs\u003cbr\u003e\u003cb\u003eSize:\u003c\/b\u003e 9.21h x 6.14w x 0.63d","brand":"Lukasz DeLong","offers":[{"title":"Paperback","offer_id":43935818645759,"sku":"9781447153306","price":69.99,"currency_code":"USD","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0662\/2982\/9887\/products\/img_9e246dc9-38dc-4605-bed2-85f14e8376c4.jpg?v=1681421986","url":"https:\/\/www.whiterainbookhouse.com\/products\/backward-stochastic-differential-equations-with-lukasz-delong-9781447153306","provider":"WR Book House","version":"1.0","type":"link"}