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Stochastic Processes And Applications To Mathematical Finance - Proceedings Of The 5th Ritsumeikan International Symposium (Hardcover) Loot Price: R5,925
Discovery Miles 59 250
Repayment Terms: R555 pm x 12*
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Stochastic Processes And Applications To Mathematical Finance - Proceedings Of The 5th Ritsumeikan International Symposium...

Stochastic Processes And Applications To Mathematical Finance - Proceedings Of The 5th Ritsumeikan International Symposium (Hardcover)

Jiro Akahori, Shigeyoshi Ogawa, Shinzo Watanabe

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Loot Price R5,925 Discovery Miles 59 250 | Repayment Terms: R555 pm x 12*

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Based around recent lectures given at the prestigious Ritsumeikan conference, the tutorial and expository 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 risks in a mathematically sophisticated way contrasting with existing economics-oriented articles.

General

Imprint: World Scientific Publishing Co Pte Ltd
Country of origin: Singapore
Release date: March 2006
First published: May 2006
Editors: Jiro Akahori • Shigeyoshi Ogawa • Shinzo Watanabe
Dimensions: 232 x 154 x 20mm (L x W x T)
Format: Hardcover
Pages: 228
ISBN-13: 978-981-256-519-8
Categories: Books > Science & Mathematics > Mathematics > Applied mathematics > Stochastics
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LSN: 981-256-519-1
Barcode: 9789812565198

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