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 Publishing Company
Data di pubblicazione: 2006
Lingua: Inglese
ISBN 10: 9812565191
ISBN 13: 9789812565198
Rilegatura: Rilegato
Condizione: New

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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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