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Stochastic Processes and Applications to Mathematical Finance : Proceedings of the 5th Ritsumeikan International Symposium, Ritsumeikan University, Japan 3-6 March 2005.
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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| Autor principal: | |
| Otros Autores: | , |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Singapore :
World Scientific Publishing Company,
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. Contents: Harmonic Analysis Methods for Nonparametric Estimation of Volatility: Th. |
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| Descripción Física: | 1 online resource (228 pages) |
| Bibliografía: | Includes bibliographical references. |
| ISBN: | 9789812774637 9812774637 |