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
Forlag
World Scientific
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.