Stochastic Processes And Applications to Mathematical Finance: Proceedings of the 5th Ritsumeikan International Symposium, Ritsumeikan University, Japan, 3-6 March 2005 - Couverture rigide

 
9789812565198: Stochastic Processes And Applications to Mathematical Finance: Proceedings of the 5th Ritsumeikan International Symposium, Ritsumeikan University, Japan, 3-6 March 2005
Couverture rigide
ISBN 10 : 9812565191 ISBN 13 : 9789812565198
Editeur : World Scientific Publishing Co Pte Ltd, 2006

Synopsis

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.

Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.

À propos de l?auteur

# 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)

Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.

Éditeur
World Scientific Publishing Co Pte Ltd
Date d'édition
2006
Langue
anglais
ISBN 10 
9812565191
ISBN 13 
9789812565198
Reliure
Relié
Nombre de pages
228
Éditeur
Akahori Jiro, Ogawa Shigeyoshi, Watanabe Shinzo
Coordonnées du fabricant
non disponible
Personne responsable
non disponible