Articoli correlati a Stochastic Processes And Applications to Mathematical...

Stochastic Processes And Applications to Mathematical Finance: Proceedings of the 5th Ritsumeikan International Symposium, Ritsumeikan University, Japan, 3-6 March 2005 - Rilegato

Ritsumeikan International Symposium 2005; Akahori, Jiro; Ogawa, Shigeyoshi; Watanabe, Shinzo

 
9789812565198: Stochastic Processes And Applications to Mathematical Finance: Proceedings of the 5th Ritsumeikan International Symposium, Ritsumeikan University, Japan, 3-6 March 2005
Rilegato
ISBN 10: 9812565191 ISBN 13: 9789812565198
Casa editrice: World Scientific Pub Co Inc, 2006

Sinossi

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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Editore
World Scientific Pub Co Inc
Data di pubblicazione
2006
Lingua
Inglese
ISBN 10 
9812565191
ISBN 13 
9789812565198
Rilegatura
Copertina rigida
Numero di pagine
217
Contatto del produttore
World Scientific Publishing
https://www.worldscientific.com/

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