Cargando…

Stochastic processes and applications to mathematical finance : proceedings of the 5th Ritsumeikan International Symposium, Ritsumeikan University, Japan, 3-6 March 2005 /

Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor Corporativo: Ritsumeikan International Symposium Ritsumeikan Daigaku, Japan
Otros Autores: Akahori, Jiro, Ogawa, Shigeyoshi, Watanabe, Shinzo, 1935-
Formato: Electrónico Congresos, conferencias eBook
Idioma:Inglés
Publicado: Hackensack, NJ : World Scientific, ©2006.
Temas:
Acceso en línea:Texto completo

MARC

LEADER 00000cam a2200000 a 4500
001 EBSCO_ocn182520708
003 OCoLC
005 20231017213018.0
006 m o d
007 cr cnu---unuuu
008 071126s2006 njua ob 100 0 eng d
040 |a N$T  |b eng  |e pn  |c N$T  |d YDXCP  |d OCLCQ  |d IDEBK  |d OCLCQ  |d OCLCF  |d NLGGC  |d OCLCO  |d OCLCQ  |d OCLCO  |d OCL  |d OCLCO  |d OCLCQ  |d AGLDB  |d COCUF  |d VNS  |d OCLCQ  |d VTS  |d OCLCQ  |d STF  |d AU@  |d M8D  |d OCL  |d OCLCQ  |d K6U  |d OCL  |d OCLCQ  |d OCLCO  |d OCLCQ  |d OCLCO 
020 |a 9789812774637  |q (electronic bk.) 
020 |a 9812774637  |q (electronic bk.) 
029 1 |a DEBBG  |b BV042963500 
029 1 |a DEBSZ  |b 42216884X 
029 1 |a GBVCP  |b 79946452X 
035 |a (OCoLC)182520708 
050 4 |a HG106  |b .R58 2005eb 
072 7 |a BUS  |x 027000  |2 bisacsh 
082 0 4 |a 332.01/51922  |2 22 
049 |a UAMI 
111 2 |a Ritsumeikan International Symposium  |n (5th :  |d 2005 :  |c Ritsumeikan Daigaku, Japan) 
245 1 0 |a Stochastic processes and applications to mathematical finance :  |b proceedings of the 5th Ritsumeikan International Symposium, Ritsumeikan University, Japan, 3-6 March 2005 /  |c editors, Jiro Akahori, Shigeyoshi Ogawa, Shinzo Watanabe. 
260 |a Hackensack, NJ :  |b World Scientific,  |c ©2006. 
300 |a 1 online resource (ix, 217 pages) :  |b illustrations 
336 |a text  |b txt  |2 rdacontent 
337 |a computer  |b c  |2 rdamedia 
338 |a online resource  |b cr  |2 rdacarrier 
504 |a Includes bibliographical references. 
505 0 |a Preface -- Program -- Harmonic analysis methods for nonparametic estimation of votality : theory and applications / E. Barucci, P. Malliavin and M.E. Mancino -- Hedging of credit derivatives in models with totally unexpected default / T.R. Bielecki, M. Jeanblanc and M. Rutkowski -- A large trader-insider model / A. Kohatsu-Higa and 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 [alpha] / H. Hashimoto, T. Tsuchiya and T. Yamada -- Martingale representation theorem and chaos expansion / S. Watanabe. 
588 0 |a Print version record. 
590 |a eBooks on EBSCOhost  |b EBSCO eBook Subscription Academic Collection - Worldwide 
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 BUSINESS & ECONOMICS  |x Finance.  |2 bisacsh 
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 Akahori, Jiro. 
700 1 |a Ogawa, Shigeyoshi. 
700 1 |a Watanabe, Shinzo,  |d 1935- 
776 0 8 |i Print version:  |a Ritsumeikan International Symposium (5th : 2005 : Ritsumeikan Daigaku, Japan).  |t Stochastic processes and applications to mathematical finance.  |d Hackensack, NJ : World Scientific, ©2006  |z 9812565191  |z 9789812565198  |w (DLC) 2006284956  |w (OCoLC)70295059 
856 4 0 |u https://ebsco.uam.elogim.com/login.aspx?direct=true&scope=site&db=nlebk&AN=210552  |z Texto completo 
938 |a EBSCOhost  |b EBSC  |n 210552 
938 |a YBP Library Services  |b YANK  |n 2740382 
994 |a 92  |b IZTAP