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Record Nr. |
UNINA9910451214003321 |
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Titolo |
Stochastic processes and applications to mathematical finance [[electronic resource] ] : proceedings of the 5th Ritsumeikan International Symposium, Ritsumeikan University, Japan, 3-6 March 2005 / / editors, Jiro Akahori, Shigeyoshi Ogawa, Shinzo Watanabe |
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Pubbl/distr/stampa |
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Singapore ; ; Hackensack, NJ, : World Scientific, c2006 |
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ISBN |
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1-281-91959-4 |
9786611919597 |
981-277-463-7 |
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Descrizione fisica |
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1 online resource (228p.) |
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Altri autori (Persone) |
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AkahoriJiro |
OgawaShigeyoshi |
WatanabeShinzo <1935-> |
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Disciplina |
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Soggetti |
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Finance - Mathematical models |
Stochastic processes |
Electronic books. |
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Lingua di pubblicazione |
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Formato |
Materiale a stampa |
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Livello bibliografico |
Monografia |
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Note generali |
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Bibliographic Level Mode of Issuance: Monograph |
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Nota di bibliografia |
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Includes bibliographical references. |
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Nota di contenuto |
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Preface -- Program -- Harmonic analysis methods for nonparametic estimation of votality : theory and applications / E. Barucci, P. Malliavin and M.E. Mancino -- Hedging of credit derivatives in models with totally unexpected default / T.R. Bielecki, M. Jeanblanc and M. Rutkowski -- A large trader-insider model / A. Kohatsu-Higa and 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 [alpha] / H. Hashimoto, T. Tsuchiya and T. Yamada -- Martingale representation theorem and chaos expansion / S. Watanabe. |
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