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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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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 Visualizza cluster
Pubblicazione: Singapore ; ; Hackensack, NJ, : World Scientific, c2006
Descrizione fisica: 1 online resource (228p.)
Disciplina: 332.01/51922
Soggetto topico: Finance - Mathematical models
Stochastic processes
Soggetto genere / forma: Electronic books.
Altri autori: AkahoriJiro  
OgawaShigeyoshi  
WatanabeShinzo <1935->  
Note generali: Bibliographic Level Mode of Issuance: Monograph
Nota di bibliografia: Includes bibliographical references.
Nota di contenuto: 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.
Titolo autorizzato: Stochastic processes and applications to mathematical finance  Visualizza cluster
ISBN: 1-281-91959-4
9786611919597
981-277-463-7
Formato: Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione: Inglese
Record Nr.: 9910451214003321
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