Stochastic Processes and Applications to Mathematical Finance: (Proceedings of the Ritsumeikan International Symposium, Kusatsu, Shiga, Japan 5-9 March 2003)
Stochastic Processes and Applications to Mathematical Finance: (Proceedings of the Ritsumeikan International Symposium, Kusatsu, Shiga, Japan 5-9 March 2003)
Editorial Reviews
Book Description
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.
--This text refers to the
Hardcover
edition.
Stochastic Processes and Applications to Mathematical Finance: (Proceedings of the Ritsumeikan International Symposium, Kusatsu, Shiga, Japan 5-9 March 2003),Akahori Jiro,Shigeyoshi Ogawa,Shinzo Watanabe,World Scientific Publishing Company,9812387781,Applied,Discrete Mathematics,Finance,Mathematics,Science/Mathematics
Book Details:
- Stochastic Processes for Insurance and Finance (Wiley Series in Probability and Statistics)
- Swap and Derivative Financing: The Global Reference to Products, Pricing, Applications and Markets, Revised Edition
- Systemic Financial Crises : Containment and Resolution
- Telecommunications Cost Management (Artech House Telecommunications Library)
- The Big Tech Score: A Top Wall Street Analyst Reveals 10 Secrets to Investing Success
- The Bond Market: Trading and Risk Management
- The Business of Options: Time-Tested Principles and Practices
- The Contrarian Investor's Thirteen : How to Earn Superior Returns in the Stockmarket
- The CRB Encyclopedia of Commodity and Financial Prices + CD-ROM
- The Dynamic Option Selection System : Analyzing Markets and Managing Risk (Wiley Trading)
Book Details
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