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Titolo: |
Stochastic processes and applications to mathematical finance : 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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Pubblicazione: | Singapore ; ; Hackensack, NJ, : World Scientific, c2006 |
Edizione: | 1st ed. |
Descrizione fisica: | 1 online resource (228p.) |
Disciplina: | 332.01/51922 |
Soggetto topico: | Finance - Mathematical models |
Stochastic processes | |
Altri autori: |
AkahoriJiro
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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 ![]() |
ISBN: | 1-281-91959-4 |
9786611919597 | |
981-277-463-7 | |
Formato: | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione: | Inglese |
Record Nr.: | 9910823269403321 |
Lo trovi qui: | Univ. Federico II |
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