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 9789812774637 ● File size 8.8 MB ● Editor Jiro Akahori & Shigeyoshi Ogawa ● Publisher World Scientific Publishing Company ● City Singapore ● Country SG ● Published 2006 ● Downloadable 24 months ● Currency EUR ● ID 2446068 ● Copy protection Adobe DRM
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