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Akahori Jiro Akahori & Ogawa Shigeyoshi Ogawa
Stochastic Processes And Applications To Mathematical Finance – Proceedings Of The 5th Ritsumeikan International Symposium [PDF ebook]

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Cover of Akahori Jiro Akahori & Ogawa Shigeyoshi Ogawa: Stochastic Processes And Applications To Mathematical Finance - Proceedings Of The 5th Ritsumeikan International Symposium (PDF)

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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Language English ● Format PDF ● Pages 228 ● ISBN 9789814479226 ● Editor Akahori Jiro Akahori & Ogawa Shigeyoshi Ogawa ● Publisher World Scientific Publishing Company ● Published 2006 ● Downloadable 3 times ● Currency EUR ● ID 8097469 ● Copy protection Adobe DRM

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