Stochastic Processes and Applications to Mathematical Finance: Proceedings of the 5th Ritsumeikan International Symposium, Ritsumeikan University, Jap
Jiro Akahori and Shigeyoshi Ogawa and Shinzo Watanabe
Based around recent lectures given at the prestigious Ritsumeikan conference, the tutorial and espository 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 risk in a mathematically sophisticated way contrasting with existing economics-oriented articles.
- ISBN: 9812565191
- ISBN-13: 9789812565198
- Editors : Jiro Akahori and Shigeyoshi Ogawa and Shinzo Watanabe
- Category :
Mathematics - Applied
- Language : English
- Format:
Hardcover
- Publication Date: 5/1/2006
- Publisher Imprint: World Scientific Publishing Company
- Price ($AUD): $193.95
- Usual Dispatch Time: 7 - 10 days
- Please note that all prices are in Australian dollars
- Some titles may be subject to availability