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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Lingua Inglese ● Formato PDF ● Pagine 228 ● ISBN 9789814479226 ● Editore Akahori Jiro Akahori & Ogawa Shigeyoshi Ogawa ● Casa editrice World Scientific Publishing Company ● Pubblicato 2006 ● Scaricabile 3 volte ● Moneta EUR ● ID 8097469 ● Protezione dalla copia Adobe DRM
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