Stochastic Processes And Applications To Mathematical Finance - Proceedings Of The 5th Ritsumeikan International Symposium (e-bog) af -

Stochastic Processes And Applications To Mathematical Finance - Proceedings Of The 5th Ritsumeikan International Symposium e-bog

546,47 DKK (inkl. moms 683,09 DKK)
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 curren...
E-bog 546,47 DKK
Forfattere Shinzo Watanabe, Watanabe (redaktør)
Udgivet 6 marts 2006
Længde 228 sider
Genrer Labour / income economics
Sprog English
Format pdf
Beskyttelse LCP
ISBN 9789814479226
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.