Stochastic processes and applications to mathematical finance: proceedings of the 5th Ritsumeikan International Symposium, Ritsumeikan University, Japan, 3-6 March 2005
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| Corporate Author: | |
|---|---|
| Format: | Electronic eBook |
| Language: | English |
| Published: |
Singapore
World Scientific
c2006
|
| Subjects: | |
| Online Access: | Volltext |
| Item Description: | 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 |
| Physical Description: | 1 Online-Ressource (ix, 217 p.) |
| ISBN: | 9789812770448 9812770445 9789812565198 9812565191 |
Staff View
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| isbn | 9789812770448 9812770445 9789812565198 9812565191 |
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| spelling | Ritsumeikan International Symposium < 2005, Ritsumeikan Daigaku, Japan> Verfasser aut 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 Singapore World Scientific c2006 1 Online-Ressource (ix, 217 p.) txt rdacontent c rdamedia cr rdacarrier 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 Finance / Mathematical models Stochastic processes Finances / Modèles mathématiques / Congrès Processus stochastiques / Congrès BUSINESS & ECONOMICS / Finance bisacsh Finance / Mathematical models fast Stochastic processes fast Mathematisches Modell Wirtschaft Finance Mathematical models Congresses Stochastic processes Congresses (DE-588)1071861417 Konferenzschrift gnd-content Akahori, Jiro Sonstige oth Ogawa, Shigeyoshi Sonstige oth Watanabe, Shinzo Sonstige oth http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&db=nlabk&AN=203899 Aggregator Volltext |
| spellingShingle | Stochastic processes and applications to mathematical finance proceedings of the 5th Ritsumeikan International Symposium, Ritsumeikan University, Japan, 3-6 March 2005 Finance / Mathematical models Stochastic processes Finances / Modèles mathématiques / Congrès Processus stochastiques / Congrès BUSINESS & ECONOMICS / Finance bisacsh Finance / Mathematical models fast Stochastic processes fast Mathematisches Modell Wirtschaft Finance Mathematical models Congresses Stochastic processes Congresses |
| subject_GND | (DE-588)1071861417 |
| title | Stochastic processes and applications to mathematical finance proceedings of the 5th Ritsumeikan International Symposium, Ritsumeikan University, Japan, 3-6 March 2005 |
| title_auth | Stochastic processes and applications to mathematical finance proceedings of the 5th Ritsumeikan International Symposium, Ritsumeikan University, Japan, 3-6 March 2005 |
| title_exact_search | Stochastic processes and applications to mathematical finance proceedings of the 5th Ritsumeikan International Symposium, Ritsumeikan University, Japan, 3-6 March 2005 |
| title_full | 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 |
| title_fullStr | 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 |
| title_full_unstemmed | 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 |
| title_short | Stochastic processes and applications to mathematical finance |
| title_sort | stochastic processes and applications to mathematical finance proceedings of the 5th ritsumeikan international symposium ritsumeikan university japan 3 6 march 2005 |
| title_sub | proceedings of the 5th Ritsumeikan International Symposium, Ritsumeikan University, Japan, 3-6 March 2005 |
| topic | Finance / Mathematical models Stochastic processes Finances / Modèles mathématiques / Congrès Processus stochastiques / Congrès BUSINESS & ECONOMICS / Finance bisacsh Finance / Mathematical models fast Stochastic processes fast Mathematisches Modell Wirtschaft Finance Mathematical models Congresses Stochastic processes Congresses |
| topic_facet | Finance / Mathematical models Stochastic processes Finances / Modèles mathématiques / Congrès Processus stochastiques / Congrès BUSINESS & ECONOMICS / Finance Mathematisches Modell Wirtschaft Finance Mathematical models Congresses Stochastic processes Congresses Konferenzschrift |
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