Stochastic processes and applications to mathematical finance : proceedings of the 5th Ritsumeikan International Symposium

This book presents tutorial and expository articles on stochastic calculus applications in finance, based on lectures from the Ritsumeikan conference. The content covers nonparametric volatility estimation using harmonic analysis, credit derivative hedging, large trader-insider models, and pricing m...

Disgrifiad llawn

Wedi'i Gadw mewn:
Manylion Llyfryddiaeth
Awduron Eraill: Akahori, Jiro (Golygydd), Ogawa, Shigeyoshi (Golygydd), editor (Golygydd)
Fformat: Llyfr
Iaith:Vietnamese
Cyhoeddwyd: Singapore World Scientific 2006
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