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An exploration of developments in mathematical finance, containing the proceedings of a conference on the subject. The papers address the pricing of various contingent claims within different frameworks, risk-sensitive problems, optimal investment, defaultable term structure, and more.

Business mathematics. --- Business mathematics --- Accounting --- Commerce --- Business & Economics --- Arithmetic, Commercial --- Business --- Business arithmetic --- Business math --- Commercial arithmetic --- Finance --- Mathematics

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This volume is a survey/monograph on the recently developed theory of forward-backward stochastic differential equations (FBSDEs). Basic techniques such as the method of optimal control, the "Four Step Scheme", and the method of continuation are presented in full. Related topics such as backward stochastic PDEs and many applications of FBSDEs are also discussed in detail. The volume is suitable for readers with basic knowledge of stochastic differential equations, and some exposure to the stochastic control theory and PDEs. It can be used for researchers and/or senior graduate students in the areas of probability, control theory, mathematical finance, and other related fields.

Stochastic differential equations. --- Differential equations, Partial. --- Partial differential equations --- Differential equations --- Fokker-Planck equation --- Stochastic processes --- Global analysis (Mathematics). --- Distribution (Probability theory. --- Finance. --- Analysis. --- Probability Theory and Stochastic Processes. --- Quantitative Finance. --- Funding --- Funds --- Economics --- Currency question --- Distribution functions --- Frequency distribution --- Characteristic functions --- Probabilities --- Analysis, Global (Mathematics) --- Differential topology --- Functions of complex variables --- Geometry, Algebraic --- Mathematical analysis. --- Analysis (Mathematics). --- Probabilities. --- Economics, Mathematical . --- Mathematical economics --- Econometrics --- Mathematics --- Probability --- Statistical inference --- Combinations --- Chance --- Least squares --- Mathematical statistics --- Risk --- 517.1 Mathematical analysis --- Mathematical analysis --- Methodology --- Mathematics. --- Distribution (Probability theory) --- Math --- Science

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Xunjing Li (1935-2003) was a pioneer in control theory in China. He was known in the Chinese community of applied mathematics, and in the global community of optimal control theory of distributed parameter systems. He has made important contributions to the optimal control theory of distributed parameter systems, in particular regarding the first-order necessary conditions (Pontryagin-type maximum principle) for optimal control of nonlinear infinite-dimensional systems. He directed the Seminar of Control Theory at Fudan towards stochastic control theory in 1980s, and mathematical finance in 1

Stochastic control theory --- Distributed parameter systems --- Stochastic differential equations --- Differential equations --- Fokker-Planck equation --- Control theory --- Stochastic processes

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Introduces readers to the chemical biology of plant biostimulantsThis book brings together different aspects of biostimulants, providing an overview of the variety of materials exploited as biostimulants, their biological activity, and agricultural applications. As different groups of biostimulants display different bioactivity and specificity, advances in biostimulant research is illustrated by different examples of biostimulants, such as humic substance, seaweed extracts, and substances with hormone-like activities. The book also reports on methods used to screen for new biostimulant compounds by exploring natural sources. Combining the expertise of internationally-renowned scientists and entrepreneurs in the area of biostimulants and biofertilisers, The Chemical Biology of Plant Biostimulants offers in-depth chapters that look at: agricultural functions and action mechanisms of plant biostimulants (PBs); plant biostimulants from seaweed; seaweed carbohydrates; and the possible role for electron shuttling capacity in elicitation of PB activity of humic substances on plant growth enhancement. The subject of auxins is covered next, followed closely by a chapter on plant biostimulants in vermicomposts. Other topics include: exploring natural resources for biostimulants; the impact of biostimulants on whole plant and cellular levels; the impact of PBs on molecular level; and the use of use of plant metabolites to mitigate stress effects in crops. The Chemical Biology of Plant Biostimulants will appeal to a wide range of readers, including scientists and agricultural practitioners looking for more knowledge about the development and application of biostimulants.

Botanical chemistry. --- Plant and Crop Sciences. Botany -- Plant Physiology -- Plant Growth --- Plant biotechnology. --- Plant growth promoting substances. --- Plants --- ALLW. --- Composition.