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Stochastic Processes and Applications to Mathematical Finance: (Proceedings of the Ritsumeikan International Symposium, Kusatsu, Shiga, Japan 5-9 March 2003) [Hardcover]

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Item description for Stochastic Processes and Applications to Mathematical Finance: (Proceedings of the Ritsumeikan International Symposium, Kusatsu, Shiga, Japan 5-9 March 2003) by Ritsumeikan International Symposium 2003, 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   400
Est. Packaging Dimensions:   Length: 8.7" Width: 6.1" Height: 1.2"
Weight:   1.4 lbs.
Binding  Hardcover
Release Date   Jul 31, 2004
Publisher   World Scientific Publishing Company
ISBN  9812387781  
ISBN13  9789812387783  


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1Books > Subjects > Business & Investing > Economics > General
2Books > Subjects > Business & Investing > Finance
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10Books > Subjects > Science > Mathematics > General
11Books > Subjects > Science > Mathematics > Pure Mathematics > Discrete Mathematics



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