Stochastic processes and applications to mathematical finance :: proceedings of the 5th Ritsumeikan International Symposium, Ritsumeikan University, Japan, 3-6 March 2005 /
Gespeichert in:
| Körperschaft: | |
|---|---|
| Weitere Verfasser: | , , |
| Format: | Elektronisch Tagungsbericht E-Book |
| Sprache: | English |
| Veröffentlicht: |
Singapore ; Hackensack, NJ :
World Scientific,
©2006.
|
| Schlagworte: | |
| Online-Zugang: | DE-862 DE-863 |
| Beschreibung: | 1 online resource (ix, 217 pages) : illustrations |
| Bibliographie: | Includes bibliographical references. |
| ISBN: | 9789812770448 9812770445 9789812565198 9812565191 9812774637 9789812774637 |
Internformat
MARC
| LEADER | 00000cam a2200000Ma 4500 | ||
|---|---|---|---|
| 001 | ZDB-4-EBU-ocn614463794 | ||
| 003 | OCoLC | ||
| 005 | 20241004212047.0 | ||
| 006 | m o d | ||
| 007 | cr cn||||||||| | ||
| 008 | 061030s2006 si a ob 100 0 eng d | ||
| 010 | |a 2006284956 | ||
| 040 | |a CaPaEBR |b eng |e pn |c ADU |d E7B |d OCLCQ |d COCUF |d N$T |d YDXCP |d IDEBK |d DKDLA |d OCLCQ |d OCLCO |d OCLCF |d OCLCQ |d OCLCO |d OCL |d OCLCO |d OCLCQ |d OCLCO |d OCLCQ |d AZK |d LOA |d AGLDB |d OCLCQ |d MOR |d PIFBR |d OCLCQ |d STF |d WRM |d VNS |d VTS |d NRAMU |d VT2 |d OCLCQ |d WYU |d M8D |d LEAUB |d UKCRE |d OCLCO |d OCLCQ |d OCLCO |d OCLCL | ||
| 019 | |a 173391744 |a 277199841 |a 474661480 |a 474788473 |a 647684339 |a 961586181 |a 962559038 |a 966099083 |a 988413941 |a 991974372 |a 1037765939 |a 1038619084 |a 1045456517 |a 1055383257 |a 1062859895 |a 1081297379 |a 1086527631 |a 1153494411 |a 1224909881 |a 1228547373 |a 1272921998 | ||
| 020 | |a 9789812770448 |q (electronic bk.) | ||
| 020 | |a 9812770445 |q (electronic bk.) | ||
| 020 | |a 9789812565198 | ||
| 020 | |a 9812565191 | ||
| 020 | |z 9812565191 | ||
| 020 | |a 9812774637 |q (electronic bk.) | ||
| 020 | |a 9789812774637 |q (electronic bk.) | ||
| 035 | |a (OCoLC)614463794 |z (OCoLC)173391744 |z (OCoLC)277199841 |z (OCoLC)474661480 |z (OCoLC)474788473 |z (OCoLC)647684339 |z (OCoLC)961586181 |z (OCoLC)962559038 |z (OCoLC)966099083 |z (OCoLC)988413941 |z (OCoLC)991974372 |z (OCoLC)1037765939 |z (OCoLC)1038619084 |z (OCoLC)1045456517 |z (OCoLC)1055383257 |z (OCoLC)1062859895 |z (OCoLC)1081297379 |z (OCoLC)1086527631 |z (OCoLC)1153494411 |z (OCoLC)1224909881 |z (OCoLC)1228547373 |z (OCoLC)1272921998 | ||
| 050 | 4 | |a HG106 |b .R58 2005eb | |
| 072 | 7 | |a BUS |x 027000 |2 bisacsh | |
| 082 | 7 | |a 332.01/51922 |2 22 | |
| 049 | |a MAIN | ||
| 111 | 2 | |a Ritsumeikan International Symposium |n (5th : |d 2005 : |c Ritsumeikan Daigaku, Japan) | |
| 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. |
| 260 | |a Singapore ; |a Hackensack, NJ : |b World Scientific, |c ©2006. | ||
| 300 | |a 1 online resource (ix, 217 pages) : |b illustrations | ||
| 336 | |a text |b txt |2 rdacontent | ||
| 337 | |a computer |b c |2 rdamedia | ||
| 338 | |a online resource |b cr |2 rdacarrier | ||
| 504 | |a Includes bibliographical references. | ||
| 505 | 0 | |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. | |
| 588 | 0 | |a Print version record. | |
| 650 | 0 | |a Finance |x Mathematical models |v Congresses. | |
| 650 | 0 | |a Stochastic processes |v Congresses. | |
| 650 | 6 | |a Finances |x Modèles mathématiques |v Congrès. | |
| 650 | 6 | |a Processus stochastiques |v Congrès. | |
| 650 | 7 | |a BUSINESS & ECONOMICS |x Finance. |2 bisacsh | |
| 650 | 7 | |a Finance |x Mathematical models |2 fast | |
| 650 | 7 | |a Stochastic processes |2 fast | |
| 655 | 7 | |a Conference papers and proceedings |2 fast | |
| 700 | 1 | |a Akahori, Jiro. | |
| 700 | 1 | |a Ogawa, Shigeyoshi. | |
| 700 | 1 | |a Watanabe, Shinzo, |d 1935- |0 http://id.loc.gov/authorities/names/n81019199 | |
| 758 | |i has work: |a Stochastic processes and applications to mathematical finance (Text) |1 https://id.oclc.org/worldcat/entity/E39PCFTBxM9YXCyr7KQXBVd3kP |4 https://id.oclc.org/worldcat/ontology/hasWork | ||
| 776 | 0 | 8 | |i Print version: |a Ritsumeikan International Symposium (5th : 2005 : Ritsumeikan Daigaku, Japan). |t Stochastic processes and applications to mathematical finance. |d Singapore ; Hackensack, NJ : World Scientific, ©2006 |w (DLC) 2006284956 |
| 966 | 4 | 0 | |l DE-862 |p ZDB-4-EBU |q FWS_PDA_EBU |u https://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=203899 |3 Volltext |
| 966 | 4 | 0 | |l DE-863 |p ZDB-4-EBU |q FWS_PDA_EBU |u https://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=203899 |3 Volltext |
| 938 | |a ebrary |b EBRY |n ebr10201324 | ||
| 938 | |a EBSCOhost |b EBSC |n 203899 | ||
| 938 | |a YBP Library Services |b YANK |n 2706231 | ||
| 994 | |a 92 |b GEBAY | ||
| 912 | |a ZDB-4-EBU | ||
| 049 | |a DE-862 | ||
| 049 | |a DE-863 | ||
Datensatz im Suchindex
| DE-BY-FWS_katkey | ZDB-4-EBU-ocn614463794 |
|---|---|
| _version_ | 1826942410804953088 |
| adam_text | |
| any_adam_object | |
| author2 | Akahori, Jiro Ogawa, Shigeyoshi Watanabe, Shinzo, 1935- |
| author2_role | |
| author2_variant | j a ja s o so s w sw |
| author_GND | http://id.loc.gov/authorities/names/n81019199 |
| author_corporate | Ritsumeikan International Symposium Ritsumeikan Daigaku, Japan |
| author_corporate_role | |
| author_facet | Akahori, Jiro Ogawa, Shigeyoshi Watanabe, Shinzo, 1935- Ritsumeikan International Symposium Ritsumeikan Daigaku, Japan |
| author_sort | Ritsumeikan International Symposium Ritsumeikan Daigaku, Japan |
| building | Verbundindex |
| bvnumber | localFWS |
| callnumber-first | H - Social Science |
| callnumber-label | HG106 |
| callnumber-raw | HG106 .R58 2005eb |
| callnumber-search | HG106 .R58 2005eb |
| callnumber-sort | HG 3106 R58 42005EB |
| callnumber-subject | HG - Finance |
| collection | ZDB-4-EBU |
| 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. |
| ctrlnum | (OCoLC)614463794 |
| 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 Conference Proceeding eBook |
| fullrecord | <?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>04281cam a2200613Ma 4500</leader><controlfield tag="001">ZDB-4-EBU-ocn614463794</controlfield><controlfield tag="003">OCoLC</controlfield><controlfield tag="005">20241004212047.0</controlfield><controlfield tag="006">m o d </controlfield><controlfield tag="007">cr cn|||||||||</controlfield><controlfield tag="008">061030s2006 si a ob 100 0 eng d</controlfield><datafield tag="010" ind1=" " ind2=" "><subfield code="a"> 2006284956</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">CaPaEBR</subfield><subfield code="b">eng</subfield><subfield code="e">pn</subfield><subfield code="c">ADU</subfield><subfield code="d">E7B</subfield><subfield code="d">OCLCQ</subfield><subfield code="d">COCUF</subfield><subfield code="d">N$T</subfield><subfield code="d">YDXCP</subfield><subfield code="d">IDEBK</subfield><subfield code="d">DKDLA</subfield><subfield code="d">OCLCQ</subfield><subfield code="d">OCLCO</subfield><subfield code="d">OCLCF</subfield><subfield code="d">OCLCQ</subfield><subfield code="d">OCLCO</subfield><subfield code="d">OCL</subfield><subfield code="d">OCLCO</subfield><subfield code="d">OCLCQ</subfield><subfield code="d">OCLCO</subfield><subfield code="d">OCLCQ</subfield><subfield code="d">AZK</subfield><subfield code="d">LOA</subfield><subfield code="d">AGLDB</subfield><subfield code="d">OCLCQ</subfield><subfield code="d">MOR</subfield><subfield code="d">PIFBR</subfield><subfield code="d">OCLCQ</subfield><subfield code="d">STF</subfield><subfield code="d">WRM</subfield><subfield code="d">VNS</subfield><subfield code="d">VTS</subfield><subfield code="d">NRAMU</subfield><subfield code="d">VT2</subfield><subfield code="d">OCLCQ</subfield><subfield code="d">WYU</subfield><subfield code="d">M8D</subfield><subfield code="d">LEAUB</subfield><subfield code="d">UKCRE</subfield><subfield code="d">OCLCO</subfield><subfield code="d">OCLCQ</subfield><subfield code="d">OCLCO</subfield><subfield code="d">OCLCL</subfield></datafield><datafield tag="019" ind1=" " ind2=" "><subfield code="a">173391744</subfield><subfield code="a">277199841</subfield><subfield code="a">474661480</subfield><subfield code="a">474788473</subfield><subfield code="a">647684339</subfield><subfield code="a">961586181</subfield><subfield code="a">962559038</subfield><subfield code="a">966099083</subfield><subfield code="a">988413941</subfield><subfield code="a">991974372</subfield><subfield code="a">1037765939</subfield><subfield code="a">1038619084</subfield><subfield code="a">1045456517</subfield><subfield code="a">1055383257</subfield><subfield code="a">1062859895</subfield><subfield code="a">1081297379</subfield><subfield code="a">1086527631</subfield><subfield code="a">1153494411</subfield><subfield code="a">1224909881</subfield><subfield code="a">1228547373</subfield><subfield code="a">1272921998</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9789812770448</subfield><subfield code="q">(electronic bk.)</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9812770445</subfield><subfield code="q">(electronic bk.)</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9789812565198</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9812565191</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="z">9812565191</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9812774637</subfield><subfield code="q">(electronic bk.)</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9789812774637</subfield><subfield code="q">(electronic bk.)</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)614463794</subfield><subfield code="z">(OCoLC)173391744</subfield><subfield code="z">(OCoLC)277199841</subfield><subfield code="z">(OCoLC)474661480</subfield><subfield code="z">(OCoLC)474788473</subfield><subfield code="z">(OCoLC)647684339</subfield><subfield code="z">(OCoLC)961586181</subfield><subfield code="z">(OCoLC)962559038</subfield><subfield code="z">(OCoLC)966099083</subfield><subfield code="z">(OCoLC)988413941</subfield><subfield code="z">(OCoLC)991974372</subfield><subfield code="z">(OCoLC)1037765939</subfield><subfield code="z">(OCoLC)1038619084</subfield><subfield code="z">(OCoLC)1045456517</subfield><subfield code="z">(OCoLC)1055383257</subfield><subfield code="z">(OCoLC)1062859895</subfield><subfield code="z">(OCoLC)1081297379</subfield><subfield code="z">(OCoLC)1086527631</subfield><subfield code="z">(OCoLC)1153494411</subfield><subfield code="z">(OCoLC)1224909881</subfield><subfield code="z">(OCoLC)1228547373</subfield><subfield code="z">(OCoLC)1272921998</subfield></datafield><datafield tag="050" ind1=" " ind2="4"><subfield code="a">HG106</subfield><subfield code="b">.R58 2005eb</subfield></datafield><datafield tag="072" ind1=" " ind2="7"><subfield code="a">BUS</subfield><subfield code="x">027000</subfield><subfield code="2">bisacsh</subfield></datafield><datafield tag="082" ind1="7" ind2=" "><subfield code="a">332.01/51922</subfield><subfield code="2">22</subfield></datafield><datafield tag="049" ind1=" " ind2=" "><subfield code="a">MAIN</subfield></datafield><datafield tag="111" ind1="2" ind2=" "><subfield code="a">Ritsumeikan International Symposium</subfield><subfield code="n">(5th :</subfield><subfield code="d">2005 :</subfield><subfield code="c">Ritsumeikan Daigaku, Japan)</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">Stochastic processes and applications to mathematical finance :</subfield><subfield code="b">proceedings of the 5th Ritsumeikan International Symposium, Ritsumeikan University, Japan, 3-6 March 2005 /</subfield><subfield code="c">editors, Jiro Akahori, Shigeyoshi Ogawa, Shinzo Watanabe.</subfield></datafield><datafield tag="260" ind1=" " ind2=" "><subfield code="a">Singapore ;</subfield><subfield code="a">Hackensack, NJ :</subfield><subfield code="b">World Scientific,</subfield><subfield code="c">©2006.</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">1 online resource (ix, 217 pages) :</subfield><subfield code="b">illustrations</subfield></datafield><datafield tag="336" ind1=" " ind2=" "><subfield code="a">text</subfield><subfield code="b">txt</subfield><subfield code="2">rdacontent</subfield></datafield><datafield tag="337" ind1=" " ind2=" "><subfield code="a">computer</subfield><subfield code="b">c</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="a">online resource</subfield><subfield code="b">cr</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="504" ind1=" " ind2=" "><subfield code="a">Includes bibliographical references.</subfield></datafield><datafield tag="505" ind1="0" ind2=" "><subfield code="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.</subfield></datafield><datafield tag="588" ind1="0" ind2=" "><subfield code="a">Print version record.</subfield></datafield><datafield tag="650" ind1=" " ind2="0"><subfield code="a">Finance</subfield><subfield code="x">Mathematical models</subfield><subfield code="v">Congresses.</subfield></datafield><datafield tag="650" ind1=" " ind2="0"><subfield code="a">Stochastic processes</subfield><subfield code="v">Congresses.</subfield></datafield><datafield tag="650" ind1=" " ind2="6"><subfield code="a">Finances</subfield><subfield code="x">Modèles mathématiques</subfield><subfield code="v">Congrès.</subfield></datafield><datafield tag="650" ind1=" " ind2="6"><subfield code="a">Processus stochastiques</subfield><subfield code="v">Congrès.</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">BUSINESS & ECONOMICS</subfield><subfield code="x">Finance.</subfield><subfield code="2">bisacsh</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">Finance</subfield><subfield code="x">Mathematical models</subfield><subfield code="2">fast</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">Stochastic processes</subfield><subfield code="2">fast</subfield></datafield><datafield tag="655" ind1=" " ind2="7"><subfield code="a">Conference papers and proceedings</subfield><subfield code="2">fast</subfield></datafield><datafield tag="700" ind1="1" ind2=" "><subfield code="a">Akahori, Jiro.</subfield></datafield><datafield tag="700" ind1="1" ind2=" "><subfield code="a">Ogawa, Shigeyoshi.</subfield></datafield><datafield tag="700" ind1="1" ind2=" "><subfield code="a">Watanabe, Shinzo,</subfield><subfield code="d">1935-</subfield><subfield code="0">http://id.loc.gov/authorities/names/n81019199</subfield></datafield><datafield tag="758" ind1=" " ind2=" "><subfield code="i">has work:</subfield><subfield code="a">Stochastic processes and applications to mathematical finance (Text)</subfield><subfield code="1">https://id.oclc.org/worldcat/entity/E39PCFTBxM9YXCyr7KQXBVd3kP</subfield><subfield code="4">https://id.oclc.org/worldcat/ontology/hasWork</subfield></datafield><datafield tag="776" ind1="0" ind2="8"><subfield code="i">Print version:</subfield><subfield code="a">Ritsumeikan International Symposium (5th : 2005 : Ritsumeikan Daigaku, Japan).</subfield><subfield code="t">Stochastic processes and applications to mathematical finance.</subfield><subfield code="d">Singapore ; Hackensack, NJ : World Scientific, ©2006</subfield><subfield code="w">(DLC) 2006284956</subfield></datafield><datafield tag="966" ind1="4" ind2="0"><subfield code="l">DE-862</subfield><subfield code="p">ZDB-4-EBU</subfield><subfield code="q">FWS_PDA_EBU</subfield><subfield code="u">https://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=203899</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="4" ind2="0"><subfield code="l">DE-863</subfield><subfield code="p">ZDB-4-EBU</subfield><subfield code="q">FWS_PDA_EBU</subfield><subfield code="u">https://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=203899</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="938" ind1=" " ind2=" "><subfield code="a">ebrary</subfield><subfield code="b">EBRY</subfield><subfield code="n">ebr10201324</subfield></datafield><datafield tag="938" ind1=" " ind2=" "><subfield code="a">EBSCOhost</subfield><subfield code="b">EBSC</subfield><subfield code="n">203899</subfield></datafield><datafield tag="938" ind1=" " ind2=" "><subfield code="a">YBP Library Services</subfield><subfield code="b">YANK</subfield><subfield code="n">2706231</subfield></datafield><datafield tag="994" ind1=" " ind2=" "><subfield code="a">92</subfield><subfield code="b">GEBAY</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">ZDB-4-EBU</subfield></datafield><datafield tag="049" ind1=" " ind2=" "><subfield code="a">DE-862</subfield></datafield><datafield tag="049" ind1=" " ind2=" "><subfield code="a">DE-863</subfield></datafield></record></collection> |
| genre | Conference papers and proceedings fast |
| genre_facet | Conference papers and proceedings |
| id | ZDB-4-EBU-ocn614463794 |
| illustrated | Illustrated |
| indexdate | 2025-03-18T14:27:34Z |
| institution | BVB |
| isbn | 9789812770448 9812770445 9789812565198 9812565191 9812774637 9789812774637 |
| language | English |
| lccn | 2006284956 |
| oclc_num | 614463794 |
| open_access_boolean | |
| owner | MAIN DE-862 DE-BY-FWS DE-863 DE-BY-FWS |
| owner_facet | MAIN DE-862 DE-BY-FWS DE-863 DE-BY-FWS |
| physical | 1 online resource (ix, 217 pages) : illustrations |
| psigel | ZDB-4-EBU FWS_PDA_EBU ZDB-4-EBU |
| publishDate | 2006 |
| publishDateSearch | 2006 |
| publishDateSort | 2006 |
| publisher | World Scientific, |
| record_format | marc |
| spelling | Ritsumeikan International Symposium (5th : 2005 : Ritsumeikan Daigaku, Japan) 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 ; Hackensack, NJ : World Scientific, ©2006. 1 online resource (ix, 217 pages) : illustrations text txt rdacontent computer c rdamedia online resource 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. Print version record. Finance Mathematical models Congresses. Stochastic processes Congresses. Finances Modèles mathématiques Congrès. Processus stochastiques Congrès. BUSINESS & ECONOMICS Finance. bisacsh Finance Mathematical models fast Stochastic processes fast Conference papers and proceedings fast Akahori, Jiro. Ogawa, Shigeyoshi. Watanabe, Shinzo, 1935- http://id.loc.gov/authorities/names/n81019199 has work: Stochastic processes and applications to mathematical finance (Text) https://id.oclc.org/worldcat/entity/E39PCFTBxM9YXCyr7KQXBVd3kP https://id.oclc.org/worldcat/ontology/hasWork Print version: Ritsumeikan International Symposium (5th : 2005 : Ritsumeikan Daigaku, Japan). Stochastic processes and applications to mathematical finance. Singapore ; Hackensack, NJ : World Scientific, ©2006 (DLC) 2006284956 |
| spellingShingle | Stochastic processes and applications to mathematical finance : proceedings of the 5th Ritsumeikan International Symposium, Ritsumeikan University, Japan, 3-6 March 2005 / 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. Finances Modèles mathématiques Congrès. Processus stochastiques Congrès. BUSINESS & ECONOMICS Finance. bisacsh Finance Mathematical models fast Stochastic processes fast |
| 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. Finances Modèles mathématiques Congrès. Processus stochastiques Congrès. BUSINESS & ECONOMICS Finance. bisacsh Finance Mathematical models fast Stochastic processes fast |
| topic_facet | Finance Mathematical models Congresses. Stochastic processes Congresses. Finances Modèles mathématiques Congrès. Processus stochastiques Congrès. BUSINESS & ECONOMICS Finance. Finance Mathematical models Stochastic processes Conference papers and proceedings |
| work_keys_str_mv | AT ritsumeikaninternationalsymposiumritsumeikandaigakujapan stochasticprocessesandapplicationstomathematicalfinanceproceedingsofthe5thritsumeikaninternationalsymposiumritsumeikanuniversityjapan36march2005 AT akahorijiro stochasticprocessesandapplicationstomathematicalfinanceproceedingsofthe5thritsumeikaninternationalsymposiumritsumeikanuniversityjapan36march2005 AT ogawashigeyoshi stochasticprocessesandapplicationstomathematicalfinanceproceedingsofthe5thritsumeikaninternationalsymposiumritsumeikanuniversityjapan36march2005 AT watanabeshinzo stochasticprocessesandapplicationstomathematicalfinanceproceedingsofthe5thritsumeikaninternationalsymposiumritsumeikanuniversityjapan36march2005 |