This book contains 17 articles on stochastic processes (stochastic calculus and Malliavin calculus, functionals of Brownian motions and Lévy processes, stochastic control and optimization problems, stochastic numerics, and so on) and their applications to problems in mathematical finance.The proceedings have been selected for coverage in:• Index to Scientific & Technical Proceedings® (ISTP® / ISI Proceedings)• Index to Scientific & Technical Proceedings (ISTP CDROM version / ISI Proceedings)• Index to Social Sciences & Humanities Proceedings® (ISSHP® / ISI Proceedings)• Index to Social Sciences & Humanities Proceedings (ISSHP CDROM version / ISI Proceedings)• CC Proceedings — Engineering & Physical Sciences
Compre este e-book e ganhe mais 1 GRÁTIS!
Língua Inglês ● Formato PDF ● Páginas 408 ● ISBN 9789812702852 ● Tamanho do arquivo 15.3 MB ● Editor Jiro Akahori & Shigeyoshi Ogawa ● Editora World Scientific Publishing Company ● Cidade Singapore ● País SG ● Publicado 2004 ● Carregável 24 meses ● Moeda EUR ● ID 2445450 ● Proteção contra cópia Adobe DRM
Requer um leitor de ebook capaz de DRM