Titre: STOCHASTIC PROCESSES AND APPLICATIONS TO MATHEMATICAL FINANCE - PROCEEDINGS OF THE 5TH RITSUMEIKAN INTERNATIONAL SYMPOSIUM
�diteur: World Scientific Publishing Comp
Date de parution: 2006
Langue: anglais
ISBN � 10 chiffres: 9812565191
ISBN � 13 chiffres: 9789812565198
Reliure: hardcover
�tat de l'article: Very Good

A propos de ce titre

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.

� 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 r�f�rence � une autre �dition de ce titre.

Description de la librairie

Selling quality used books for over 20 years

Visitez la page d�accueil du vendeur

Informations commerciales relatives au vendeur

Suffolk Book Center Inc
7 canal street, center moriches, NY, 11934, U.S.A.

Conditions de vente et de livraison

Conditions g�n�rales de vente

We guarantee the condition of every book as it's described on the Abebooks web sites. If you're dissatisfied with your purchase (Incorrect Book/Not as Described/Damaged) or if the order hasn't arrived, you're eligible for a refund within 30 days of the estimated delivery date. If you've changed your mind about a book that you've ordered, please use the Ask bookseller a question link to contact us and we'll respond within 2 business days.