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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 |
|---|---|
| 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 |
MARC
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| 100 | 1 | |a Akahori, Jiro. | |
| 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. |
| 260 | |a Singapore : |b World Scientific Publishing Company, |c 2006. | ||
| 300 | |a 1 online resource (228 pages) | ||
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| 588 | 0 | |a Print version record. | |
| 520 | |a 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. | ||
| 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. | |
| 590 | |a ProQuest Ebook Central |b Ebook Central Academic Complete | ||
| 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 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 Ogawa, Shigeyoshi. | |
| 700 | 1 | |a Watanabe, Shinzo. | |
| 758 | |i has work: |a Stochastic processes and applications to mathematical finance (Text) |1 https://id.oclc.org/worldcat/entity/E39PCFTBxM9YXCyr7KQXBVd3kP |4 https://id.oclc.org/worldcat/ontology/hasWork | ||
| 776 | 0 | 8 | |i Print version: |z 9789812565198 |
| 856 | 4 | 0 | |u https://ebookcentral.uam.elogim.com/lib/uam-ebooks/detail.action?docID=1679859 |z Texto completo |
| 938 | |a EBL - Ebook Library |b EBLB |n EBL1679859 | ||
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