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

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

ISBN 10: 9812565191 / ISBN 13: 9789812565198

Editore: World Scientific Pub Co Inc, 2006

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217 pages. 8.75x5.75x0.50 inches. In Stock.

Codice articolo __9812565191

Dati bibliografici

• Titolo: Stochastic Processes And Applications to Mathematical Finance: Proceedings of the 5th Ritsumeikan International Symposium, Ritsumeikan University, Japan, 3-6 March 2005
• Editore: World Scientific Pub Co Inc
• Data di pubblicazione: 2006
• Lingua: Inglese
• ISBN 10: 9812565191
• ISBN 13: 9789812565198
• Rilegatura: Hardcover
• Condizione: Brand New
• Peso: 0,54 chilogrammi

Descrizione articolo

Riassunto

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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