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Stochastic Processes and Applications to Mathematical Finance: Proceedings of the 6th International Symposium, Ritsumeikan University, Japan, 6-10 March 2006 [Hardcover]

By Jiro Akahori (Editor), Shigeyoshi Ogawa (Editor) & Shinzo Watanabe (Editor)
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Item description for Stochastic Processes and Applications to Mathematical Finance: Proceedings of the 6th International Symposium, Ritsumeikan University, Japan, 6-10 March 2006 by Jiro Akahori, Shigeyoshi Ogawa & Shinzo Watanabe...

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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Item Specifications...


Studio: World Scientific Publishing Company
Pages   297
Est. Packaging Dimensions:   Length: 1" Width: 6" Height: 9"
Weight:   1.3 lbs.
Binding  Hardcover
Release Date   Apr 28, 2007
Publisher   World Scientific Publishing Company
ISBN  9812704132  
ISBN13  9789812704139  


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1Books > Special Features > New & Used Textbooks
2Books > Subjects > Business & Investing > General
3Books > Subjects > Professional & Technical > Accounting & Finance > Finance > General
4Books > Subjects > Professional & Technical > Accounting & Finance > Finance
5Books > Subjects > Professional & Technical > Professional Science > Mathematics > Applied > General
6Books > Subjects > Science > Mathematics > Applied > General
7Books > Subjects > Science > Mathematics > Applied
8Books > Subjects > Science > Mathematics > General



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