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

• 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
• ISBN: 1-281-91959-4; 9786611919597; 981-277-463-7
• Formato: Materiale a stampa
• Livello bibliografico: Monografia
• Lingua di pubblicazione: Inglese
• Record Nr.: 9910451214003321
• Lo trovi qui: Univ. Federico II