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

Mostrar otras versiones (2)
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:
Finance > Mathematical models > Congresses.
Stochastic processes > Congresses.
Finances > Modèles mathématiques > Congrès.
Processus stochastiques > Congrès.
BUSINESS & ECONOMICS > Finance.
Finance > Mathematical models
Stochastic processes
Conference papers and proceedings
Acceso en línea:Texto completo
Tabla de Contenidos:
  • 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.

Ejemplares similares