Stochastic Processes and Applications to Mathematical Finance - Proceedings of the 5th Ritsumeikan International Symposium
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.
CHF 201.00
Preise inkl. MwSt. und Versandkosten (Portofrei ab CHF 40.00)
V106:
Fremdlagertitel. Lieferzeit unbestimmt
Produktdetails
Weitere Autoren: Ogawa, Shigeyoshi (Hrsg.) / Watanabe, Shinzo (Hrsg.)
- ISBN: 978-981-256-519-8
- EAN: 9789812565198
- Produktnummer: 2141194
- Verlag: World Scientific Pub Co Inc
- Sprache: Englisch
- Erscheinungsjahr: 2006
- Seitenangabe: 217 S.
- Masse: H23.4 cm x B15.4 cm x D2.0 cm 544 g
- Gewicht: 544
Über den 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)
2 weitere Werke von Jiro (Hrsg.) Akahori:
Bewertungen
Anmelden