Cargando…
Stochastic Processes And Applications To Mathematical Finance : Proceedings of the 6th Ritsumeikan International Symposium.
This volume contains the contributions to a conference that is among the most important meetings in financial mathematics. Serving as a bridge between probabilists in Japan (called the Ito School and known for its highly sophisticated mathematics) and mathematical finance and financial engineering,...
| Clasificación: | Libro Electrónico |
|---|---|
| Autor principal: | |
| Otros Autores: | , |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Singapore :
World Scientific,
2007.
|
| Temas: | |
| Acceso en línea: | Texto completo |
MARC
| LEADER | 00000cam a2200000Mi 4500 | ||
|---|---|---|---|
| 001 | EBOOKCENTRAL_ocn437189334 | ||
| 003 | OCoLC | ||
| 005 | 20240329122006.0 | ||
| 006 | m o d | ||
| 007 | cr mn|---||||| | ||
| 008 | 090817s2007 si o 000 0 eng d | ||
| 040 | |a MERUC |b eng |e pn |c MERUC |d EBLCP |d OCLCQ |d DKU |d OCLCQ |d IDEBK |d DEBSZ |d OCLCQ |d OCLCO |d YDXCP |d OCLCQ |d OCLCO |d OCLCF |d OCLCO |d OCLCQ |d OCLCO |d ZCU |d OCLCQ |d MERUC |d OCLCQ |d ICG |d OCLCQ |d DKC |d OCLCQ |d OCLCO |d OCLCQ |d OCLCO |d OCLCL | ||
| 019 | |a 476099710 |a 815542679 |a 935264141 | ||
| 020 | |a 9789812770448 |q (electronic bk.) | ||
| 020 | |a 9812770445 |q (electronic bk.) | ||
| 020 | |a 1281121320 | ||
| 020 | |a 9781281121325 | ||
| 029 | 1 | |a AU@ |b 000048753433 | |
| 029 | 1 | |a AU@ |b 000058360940 | |
| 029 | 1 | |a DEBBG |b BV044126834 | |
| 029 | 1 | |a DEBSZ |b 379305399 | |
| 029 | 1 | |a DEBSZ |b 445564563 | |
| 029 | 1 | |a AU@ |b 000073143013 | |
| 035 | |a (OCoLC)437189334 |z (OCoLC)476099710 |z (OCoLC)815542679 |z (OCoLC)935264141 | ||
| 050 | 4 | |a HG106 .R585 2006eb | |
| 072 | 7 | |a PBWL |2 bicssc | |
| 082 | 0 | 4 | |a 519.23 |
| 049 | |a UAMI | ||
| 100 | 1 | |a Akahori, Jiro. | |
| 245 | 1 | 0 | |a Stochastic Processes And Applications To Mathematical Finance : |b Proceedings of the 6th Ritsumeikan International Symposium. |
| 260 | |a Singapore : |b World Scientific, |c 2007. | ||
| 300 | |a 1 online resource (309 pages) | ||
| 336 | |a text |b txt |2 rdacontent | ||
| 337 | |a computer |b c |2 rdamedia | ||
| 338 | |a online resource |b cr |2 rdacarrier | ||
| 505 | 0 | |a Preface; Program; CONTENTS; Financial Markets with Asymmetric Information: Information Drift, Additional Utility and Entropy S. Ankirchner and P. Imkell; A Localization of the Levy Operators Arising in Mathematical Finances M. Arisawa; Model-free Representation of Pricing Rules as Conditional Expectations S. Biagini and R. Cont; A Class of Financial Products and Models Where Super-replication Prices are Explicit L. Carassus, E. Gobet, and E. Temam; Risky Debt and Optimal Coupon Policy and Other Optimal Strategies D. Dorobantu and M. Pontier. | |
| 505 | 8 | |a Affine Credit Risk Models under Incomplete Information R. Frey, C. Prosdocimi, and W.J. RunggaldierSmooth Rough Paths and the Applications K. Hara and T. Lyons; From Access to Bypass: A Real Options Approach K. Hori and K. Mizuno; The Investment Game under Uncertainty: An Analysis of Equilibrium Values in the Presence of First or Second Mover Advantage J. Imai and T. Watanabe; Asian Strike Options of American Type and Game Type M. Ishihara and H. Kunita; Min. | |
| 520 | |a This volume contains the contributions to a conference that is among the most important meetings in financial mathematics. Serving as a bridge between probabilists in Japan (called the Ito School and known for its highly sophisticated mathematics) and mathematical finance and financial engineering, the conference elicits the very highest quality papers in the field of financial mathematics. | ||
| 588 | 0 | |a Print version record. | |
| 590 | |a ProQuest Ebook Central |b Ebook Central Academic Complete | ||
| 650 | 0 | |a Finance |x Mathematical models |v Congresses. | |
| 650 | 0 | |a Stochastic processes |v Congresses. | |
| 650 | 6 | |a Finances |x Modèles mathématiques |v Congrès. | |
| 650 | 6 | |a Processus stochastiques |v Congrès. | |
| 650 | 7 | |a Finance |x Mathematical models |2 fast | |
| 650 | 7 | |a Stochastic processes |2 fast | |
| 655 | 7 | |a Conference papers and proceedings |2 fast | |
| 700 | 1 | |a Ogawa, Shigeyoshi. | |
| 700 | 1 | |a Watanabe, Shinzo. | |
| 758 | |i has work: |a Stochastic processes and applications to mathematical finance (Text) |1 https://id.oclc.org/worldcat/entity/E39PCFTBxM9YXCyr7KQXBVd3kP |4 https://id.oclc.org/worldcat/ontology/hasWork | ||
| 776 | 1 | |z 9789812704139 | |
| 856 | 4 | 0 | |u https://ebookcentral.uam.elogim.com/lib/uam-ebooks/detail.action?docID=312328 |z Texto completo |
| 938 | |a EBL - Ebook Library |b EBLB |n EBL312328 | ||
| 938 | |a ProQuest MyiLibrary Digital eBook Collection |b IDEB |n 112132 | ||
| 938 | |a YBP Library Services |b YANK |n 2706231 | ||
| 994 | |a 92 |b IZTAP | ||