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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Język Angielski ● Format PDF ● Strony 228 ● ISBN 9789814479226 ● Redaktor Akahori Jiro Akahori & Ogawa Shigeyoshi Ogawa ● Wydawca World Scientific Publishing Company ● Opublikowany 2006 ● Do pobrania 3 czasy ● Waluta EUR ● ID 8097469 ● Ochrona przed kopiowaniem Adobe DRM
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