Stochastic processes and applications to mathematical finance : proceedings of the Ritsumeikan International Symposium, Kusatsu, Shiga, Japan, 5-9 March 2003 /

This book contains 17 articles on stochastic processes (stochastic calculus and Malliavin calculus, functionals of Brownian motions and Lévy processes, stochastic control and optimization problems, stochastic numerics, and so on) and their applications to problems in mathematical finance.

Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor Corporativo: Ritsumeikan International Symposium Kusatsu-chō, Japan
Otros Autores: Akahori, Jirō, Ogawa, Shigeyoshi, Watanabe, Shinzo, 1935-
Formato: Electrónico Congresos, conferencias eBook
Idioma:Inglés
Publicado: Singapore ; River Edge, N.J. : World Scientific, ©2004.
Temas:
Finance > Mathematical models > Congresses.
Stochastic processes > Congresses.
Finances > Modèles mathématiques > Congrès.
Processus stochastiques > Congrès.
MATHEMATICS > Probability & Statistics > General.
Finance > Mathematical models.
Stochastic processes.
Stochastic processes
Mathematical finance
Conference papers and proceedings.
Acceso en línea:Texto completo
Descripción
Sumario:This book contains 17 articles on stochastic processes (stochastic calculus and Malliavin calculus, functionals of Brownian motions and Lévy processes, stochastic control and optimization problems, stochastic numerics, and so on) and their applications to problems in mathematical finance.
Descripción Física:1 online resource (viii, 400 pages)
Bibliografía:Includes bibliographical references.
ISBN:9789812702852
9812702857

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