Multi-modality microscopy /
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 Shinz...
Clasificación: | Libro Electrónico |
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Otros Autores: | |
Formato: | Electrónico eBook |
Idioma: | Inglés |
Publicado: |
New Jersey :
World Scientific,
©2006.
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Temas: | |
Acceso en línea: | Texto completo |
Sumario: | 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. |
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Descripción Física: | 1 online resource (xi, 303 pages) : illustrations (some color) |
Bibliografía: | Includes bibliographical references and index. |
ISBN: | 9789812774620 9812774629 9789812565334 9812565337 1281919586 9781281919588 9786611919580 6611919589 |