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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Språk Engelska ● Formatera PDF ● Sidor 228 ● ISBN 9789812774637 ● Filstorlek 8.8 MB ● Redaktör Jiro Akahori & Shigeyoshi Ogawa ● Utgivare World Scientific Publishing Company ● Stad Singapore ● Land SG ● Publicerad 2006 ● Nedladdningsbara 24 månader ● Valuta EUR ● ID 2446068 ● Kopieringsskydd Adobe DRM
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