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STOCHASTIC PROCESSES AND APPLICATIONS TO MATHEMATICAL FINANCE - PROCEEDINGS OF THE 5TH RITSUMEIKAN INTERNATIONAL SYMPOSIUM - Tapa dura

 
9789812565198: STOCHASTIC PROCESSES AND APPLICATIONS TO MATHEMATICAL FINANCE - PROCEEDINGS OF THE 5TH RITSUMEIKAN INTERNATIONAL SYMPOSIUM
Tapa dura
ISBN 10: 9812565191 ISBN 13: 9789812565198
Editorial: World Scientific Publishing Co Pte Ltd, 2006

Sinopsis

Based around recent lectures given at the prestigious Ritsumeikan conference, the tutorial and expository articles contained in this volume are an essential guide for practitioners and graduates alike who use stochastic calculus in finance.Among the eminent contributors are Paul Malliavin and Shinzo Watanabe, pioneers of Malliavin Calculus. The coverage also includes a valuable review of current research on credit risks in a mathematically sophisticated way contrasting with existing economics-oriented articles.

"Sinopsis" puede pertenecer a otra edición de este libro.

Acerca del autor

# Harmonic Analysis Methods for Nonparametric Estimation of Volatility: Theory and Applications (E Barucci et al.) # Hedging of Credit Derivatives in Models with Totally Unexpected Default (T R Bielecki et al.) # A Large Trader-Insider Model (A Kohatsu-Higa & A Sulem) # [GLP & MEMM] Pricing Models and Related Problems (Y Miyahara) # Topics Related to Gamma Processes (M Yamazato) # On Stochastic Differential Equations Driven by Symmetric Stable Processes of Index a (H Hashimoto et al.) # Martingale Representation Theorem and Chaos Expansion (S Watanabe)

"Sobre este título" puede pertenecer a otra edición de este libro.

Editorial
World Scientific Publishing Co Pte Ltd
Año de publicación
2006
Idioma
Inglés
ISBN 10 
9812565191
ISBN 13 
9789812565198
Encuadernación
Tapa dura
Número de páginas
228
Editor
Akahori Jiro, Ogawa Shigeyoshi, Watanabe Shinzo
Contacto del fabricante
World Scientific Publishing
https://www.worldscientific.com/

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