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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Bahasa Inggeris ● Format PDF ● Halaman-halaman 228 ● ISBN 9789812774637 ● Saiz fail 8.8 MB ● Penyunting Jiro Akahori & Shigeyoshi Ogawa ● Penerbit World Scientific Publishing Company ● Bandar raya Singapore ● Negara SG ● Diterbitkan 2006 ● Muat turun 24 bulan ● Mata wang EUR ● ID 2446068 ● Salin perlindungan Adobe DRM
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