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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.

By: (5th : Ritsumeikan International Symposium (5th : 2005 : Ritsumeikan Daigaku, Japan).
Contributor(s): Akahori, Jiro | Ogawa, Shigeyoshi | Watanabe, Shinzo, 1935- | ebrary, Inc.
Publisher: Singapore ; Hackensack, NJ : World Scientific, c2006Description: ix, 217 p. : ill. ; 23 cm.Subject(s): Finance -- Mathematical models -- Congresses | Stochastic processes -- CongressesGenre/Form: Electronic books.DDC classification: 332.01/51922 Online resources: An electronic book accessible through the World Wide Web; click to view
Contents:
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.
Item type Current location Call number Status Date due Barcode
332.01/51922 (Browse shelf) Available

Includes bibliographical references.

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.

TSLHHL

Electronic reproduction. Palo Alto, Calif. : ebrary, 2009. Available via World Wide Web. Access may be limited to ebrary affiliated libraries.