Stochastic Processes And Applications To Mathematical Finance - Proceedings Of The 5th Ritsumeikan International Symposium
Download or Read eBook Stochastic Processes And Applications To Mathematical Finance - Proceedings Of The 5th Ritsumeikan International Symposium PDF written by Jiro Akahori and published by World Scientific. This book was released on 2006-03-06 with total page 228 pages. Available in PDF, EPUB and Kindle.
| Author | : Jiro Akahori |
| Publisher | : World Scientific |
| Total Pages | : 228 |
| Release | : 2006-03-06 |
| ISBN-10 | : 9789814479226 |
| ISBN-13 | : 9814479225 |
| Rating | : 4/5 (26 Downloads) |
Book Synopsis Stochastic Processes And Applications To Mathematical Finance - Proceedings Of The 5th Ritsumeikan International Symposium by : Jiro Akahori
Book excerpt: 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.
