Stochastic processes and applications to mathematical finance: proceedings of the 5th Ritsumeikan International Symposium, Ritsumeikan University, Japan, 3-6 March 2005
Gespeichert in:
| Körperschaft: | |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
Singapore
World Scientific
c2006
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| Schlagworte: | |
| Beschreibung: | ix, 217 p. |
| ISBN: | 9812565191 |
Internformat
MARC
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| 110 | 2 | |a Ritsumeikan International Symposium < 2005, Ritsumeikan Daigaku, Japan> |e Verfasser |4 aut | |
| 245 | 1 | 0 | |a Stochastic processes and applications to mathematical finance |b proceedings of the 5th Ritsumeikan International Symposium, Ritsumeikan University, Japan, 3-6 March 2005 |c editors, Jiro Akahori, Shigeyoshi Ogawa, Shinzo Watanabe |
| 264 | 1 | |a Singapore |b World Scientific |c c2006 | |
| 300 | |a ix, 217 p. | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b c |2 rdamedia | ||
| 338 | |b cr |2 rdacarrier | ||
| 505 | 8 | |a Includes bibliographical references | |
| 505 | 8 | |a 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 | |
| 650 | 4 | |a Finance |x Mathematical models |v Congresses | |
| 650 | 4 | |a Stochastic processes |v Congresses | |
| 655 | 7 | |0 (DE-588)1071861417 |a Konferenzschrift |2 gnd-content | |
| 700 | 1 | |a Akahori, Jiro |e Sonstige |4 oth | |
| 700 | 1 | |a Ogawa, Shigeyoshi |e Sonstige |4 oth | |
| 700 | 1 | |a Watanabe, Shinzo |d 1935- |e Sonstige |4 oth | |
| 912 | |a ZDB-38-ESG | ||
| 999 | |a oai:aleph.bib-bvb.de:BVB01-030232791 | ||
Datensatz im Suchindex
| _version_ | 1804178344094203904 |
|---|---|
| any_adam_object | |
| author_corporate | Ritsumeikan International Symposium < 2005, Ritsumeikan Daigaku, Japan> |
| author_corporate_role | aut |
| author_facet | Ritsumeikan International Symposium < 2005, Ritsumeikan Daigaku, Japan> |
| author_sort | Ritsumeikan International Symposium < 2005, Ritsumeikan Daigaku, Japan> |
| building | Verbundindex |
| bvnumber | BV044837929 |
| collection | ZDB-38-ESG |
| contents | 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 |
| ctrlnum | (ZDB-38-ESG)ebr10201324 (OCoLC)614463794 (DE-599)BVBBV044837929 |
| dewey-full | 332.01/51922 |
| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 332 - Financial economics |
| dewey-raw | 332.01/51922 |
| dewey-search | 332.01/51922 |
| dewey-sort | 3332.01 551922 |
| dewey-tens | 330 - Economics |
| discipline | Wirtschaftswissenschaften |
| format | Electronic eBook |
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| genre_facet | Konferenzschrift |
| id | DE-604.BV044837929 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-10T08:02:28Z |
| institution | BVB |
| isbn | 9812565191 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-030232791 |
| oclc_num | 614463794 |
| open_access_boolean | |
| physical | ix, 217 p. |
| psigel | ZDB-38-ESG |
| publishDate | 2006 |
| publishDateSearch | 2006 |
| publishDateSort | 2006 |
| publisher | World Scientific |
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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 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 Congresses Stochastic processes Congresses (DE-588)1071861417 Konferenzschrift gnd-content Akahori, Jiro Sonstige oth Ogawa, Shigeyoshi Sonstige oth Watanabe, Shinzo 1935- Sonstige oth |
| spellingShingle | Stochastic processes and applications to mathematical finance proceedings of the 5th Ritsumeikan International Symposium, Ritsumeikan University, Japan, 3-6 March 2005 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 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 Congresses Stochastic processes Congresses |
| topic_facet | Finance Mathematical models Congresses Stochastic processes Congresses Konferenzschrift |
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