Items related to STOCHASTIC PROCESSES AND APPLICATIONS TO MATHEMATICAL...
STOCHASTIC PROCESSES AND APPLICATIONS TO MATHEMATICAL FINANCE - PROCEEDINGS OF THE 5TH RITSUMEIKAN INTERNATIONAL SYMPOSIUM - Hardcover
Synopsis
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.
"synopsis" may belong to another edition of this title.
About the Author
# Harmonic Analysis Methods for Nonparametric Estimation of Volatility: Theory and Applications (E Barucci et al.) # Hedging of Credit Derivatives in Models with Totally Unexpected Default (T R Bielecki et al.) # A Large Trader-Insider Model (A Kohatsu-Higa & A Sulem) # [GLP & MEMM] Pricing Models and Related Problems (Y Miyahara) # Topics Related to Gamma Processes (M Yamazato) # On Stochastic Differential Equations Driven by Symmetric Stable Processes of Index a (H Hashimoto et al.) # Martingale Representation Theorem and Chaos Expansion (S Watanabe)
"About this title" may belong to another edition of this title.
Buy New
View this item
US$ 211.38
US$ 20.30 shipping from United Kingdom to U.S.A.
Destination, rates & speedsSearch results for STOCHASTIC PROCESSES AND APPLICATIONS TO MATHEMATICAL...
Stock Image
STOCHASTIC PROCESSES AND APPLICATIONS TO MATHEMATICAL FINANCE - PROCEEDINGS OF THE 5TH RITSUMEIKAN INTERNATIONAL SYMPOSIUM
Published by
World Scientific Publishing Comp, 2006
ISBN 10: 9812565191
ISBN 13: 9789812565198
Used
Hardcover
Seller: suffolkbooks, Center moriches, NY, U.S.A.
Seller rating 4 out of 5 stars
hardcover. Condition: Very Good. Fast Shipping - Safe and Secure 7 days a week! Seller Inventory # 3TWDDA004XAO
Quantity: 3 available
Seller Image
Stochastic Processes And Applications to Mathematical Finance : Proceedings of the 5th Ritsumeikan International Symposium, Ritsumeikan University, Japan, 3-6 March 2005
Published by
World Scientific Publishing Company, 2006
ISBN 10: 9812565191
ISBN 13: 9789812565198
Used
Hardcover
Seller: GreatBookPrices, Columbia, MD, U.S.A.
Seller rating 5 out of 5 stars
Condition: As New. Unread book in perfect condition. Seller Inventory # 4046542
Quantity: 1 available
Seller Image
Stochastic Processes And Applications to Mathematical Finance : Proceedings of the 5th Ritsumeikan International Symposium, Ritsumeikan University, Japan, 3-6 March 2005
Published by
World Scientific Publishing Company, 2006
ISBN 10: 9812565191
ISBN 13: 9789812565198
New
Hardcover
Seller: GreatBookPricesUK, Woodford Green, United Kingdom
Seller rating 5 out of 5 stars
Condition: New. Seller Inventory # 4046542-n
Quantity: 1 available
Seller Image
Stochastic Processes And Applications to Mathematical Finance : Proceedings of the 5th Ritsumeikan International Symposium, Ritsumeikan University, Japan, 3-6 March 2005
Published by
World Scientific Publishing Company, 2006
ISBN 10: 9812565191
ISBN 13: 9789812565198
Used
Hardcover
Seller: GreatBookPricesUK, Woodford Green, United Kingdom
Seller rating 5 out of 5 stars
Condition: As New. Unread book in perfect condition. Seller Inventory # 4046542
Quantity: 1 available
Seller Image
Stochastic Processes And Applications to Mathematical Finance : Proceedings of the 5th Ritsumeikan International Symposium, Ritsumeikan University, Japan, 3-6 March 2005
Published by
World Scientific Publishing Company, 2006
ISBN 10: 9812565191
ISBN 13: 9789812565198
New
Hardcover
Seller: GreatBookPrices, Columbia, MD, U.S.A.
Seller rating 5 out of 5 stars
Condition: New. Seller Inventory # 4046542-n
Quantity: 1 available
Stock Image
Stochastic Processes And Applications to Mathematical Finance: Proceedings of the 5th Ritsumeikan International Symposium, Ritsumeikan University, Japan, 3-6 March 2005
Published by
World Scientific Pub Co Inc, 2006
ISBN 10: 9812565191
ISBN 13: 9789812565198
New
Hardcover
Seller: Revaluation Books, Exeter, United Kingdom
Seller rating 5 out of 5 stars
Hardcover. Condition: Brand New. 217 pages. 8.75x5.75x0.50 inches. In Stock. Seller Inventory # __9812565191
Quantity: 1 available
Stock Image
STOCHASTIC PROCESSES AND APPLICATIONS TO MATHEMATICAL FINANCE - PROCEEDINGS OF THE 5TH RITSUMEIKAN INTERNATIONAL SYMPOSIUM
Published by
World Scientific Publishing Company, 2006
ISBN 10: 9812565191
ISBN 13: 9789812565198
New
Hardcover
Seller: Ria Christie Collections, Uxbridge, United Kingdom
Seller rating 5 out of 5 stars
Condition: New. In. Seller Inventory # ria9789812565198_new
Quantity: 1 available
Seller Image
Stochastic Processes And Applications To Mathematical Finance - Proceedings Of The 5th Ritsumeikan International Symposium
Published by
WORLD SCIENTIFIC PUB CO INC, 2006
ISBN 10: 9812565191
ISBN 13: 9789812565198
New
Hardcover
Seller: moluna, Greven, Germany
Seller rating 5 out of 5 stars
Gebunden. Condition: New. Über den Autor# Harmonic Analysis Methods for Nonparametric Estimation of Volatility: Theory and Applications (E Barucci et al.) # Hedging of Credit Derivatives in Models with Totally Unexpected Default (T R Bielecki et al.) # A L. Seller Inventory # 599238297
Quantity: 1 available
Seller Image
Stochastic Processes and Applications to Mathematical Finance - Proceedings of the 5th Ritsumeikan International Symposium
Published by
World Scientific Publishing Company Mai 2006, 2006
ISBN 10: 9812565191
ISBN 13: 9789812565198
New
Hardcover
Seller: AHA-BUCH GmbH, Einbeck, Germany
Seller rating 5 out of 5 stars
Buch. Condition: Neu. Neuware - 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. Seller Inventory # 9789812565198
Quantity: 1 available