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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Sprache Englisch ● Format PDF ● Seiten 228 ● ISBN 9789814479226 ● Herausgeber Akahori Jiro Akahori & Ogawa Shigeyoshi Ogawa ● Verlag World Scientific Publishing Company ● Erscheinungsjahr 2006 ● herunterladbar 3 mal ● Währung EUR ● ID 8097469 ● Kopierschutz Adobe DRM
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