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Stochastic processes and application...

Akahori, Jiro.

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Stochastic processes and applications to mathematical finance : = proceedings of the 5th Ritsumeikan International Symposium, Ritsumeikan University, Japan, 3-6 March 2005 /

紀錄類型:	書目-語言資料,印刷品 : Monograph/item
正題名/作者:	Stochastic processes and applications to mathematical finance :/ editors, Jiro Akahori, Shigeyoshi Ogawa, Shinzo Watanabe.
其他題名:	proceedings of the 5th Ritsumeikan International Symposium, Ritsumeikan University, Japan, 3-6 March 2005 /
其他作者:	Akahori, Jiro.
團體作者:	Ritsumeikan International Symposium
出版者:	Singapore :World Scientific, : c2006.,
面頁冊數:	ix, 217 p. :ill. ;24 cm.
內容註:	Preface -- Program -- Harmonic analysis methods for nonparametic estimation of votality : theory and applications / E. Barucci, P. Malliavin and M.E. Mancino -- Hedging of credit derivatives in models with totally unexpected default/ T.R. Bielecki, M. Jeanblanc and M. Rutkowski -- A large trader-insider model / A. Kohatsu-Higa and A. Sulem -- [GLP & MEMM] pricing models and related problems / Y. Miyahara -- Topics related to gamma processes/ M. Yamazato -- On stochastic differential equations driven by symmetric stable processes of Index [alpha] / H. Hashimoto, T. Tsuchiya and T. Yamada -- Martingale representation theorem and chaos expansion / S. Watanabe.
標題:	Finance - Mathematical models -
電子資源:	http://www.loc.gov/catdir/toc/fy0706/2006284956.htmlhttp://www.loc.gov/catdir/toc/fy0706/2006284956.html
ISBN:	9812565191 :

Stochastic processes and applications to mathematical finance : = proceedings of the 5th Ritsumeikan International Symposium, Ritsumeikan University, Japan, 3-6 March 2005 /
Stochastic processes and applications to mathematical finance :proceedings of the 5th Ritsumeikan International Symposium, Ritsumeikan University, Japan, 3-6 March 2005 /editors, Jiro Akahori, Shigeyoshi Ogawa, Shinzo Watanabe. - Singapore :World Scientific,c2006. - ix, 217 p. :ill. ;24 cm.

Includes bibliographical references.

Preface -- Program -- Harmonic analysis methods for nonparametic estimation of votality : theory and applications / E. Barucci, P. Malliavin and M.E. Mancino -- Hedging of credit derivatives in models with totally unexpected default/ T.R. Bielecki, M. Jeanblanc and M. Rutkowski -- A large trader-insider model / A. Kohatsu-Higa and A. Sulem -- [GLP & MEMM] pricing models and related problems / Y. Miyahara -- Topics related to gamma processes/ M. Yamazato -- On stochastic differential equations driven by symmetric stable processes of Index [alpha] / H. Hashimoto, T. Tsuchiya and T. Yamada -- Martingale representation theorem and chaos expansion / S. Watanabe.

ISBN: 9812565191 :US88.00

LCCN: 2006284956Subjects--Topical Terms:

674775
Finance
--Mathematical models

LC Class. No.: HG106 / .R58 2005

Dewey Class. No.: 332.01/51922

Stochastic processes and applications to mathematical finance : = proceedings of the 5th Ritsumeikan International Symposium, Ritsumeikan University, Japan, 3-6 March 2005 /
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