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...
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| Beste egile batzuk: | , , |
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| Formatua: | Liburua |
| Hizkuntza: | Vietnamese |
| Argitaratua: |
Singapore
World Scientific
2006
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| Gaiak: | |
| Etiketak: |
Etiketa erantsi
Etiketarik gabe, Izan zaitez lehena erregistro honi etiketa jartzen!
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| Thư viện lưu trữ: | Thư viện Trường Đại học Nam Cần Thơ |
|---|
| LEADER | 01473nam a22002297a 4500 | ||
|---|---|---|---|
| 001 | NCT_4_027845 | ||
| 008 | 251028b xxu||||| |||| 00| 0 vie d | ||
| 999 | |c 9389 |d 9389 | ||
| 020 | |a 9789812565198 |c $180.00 | ||
| 082 | 0 | 4 | |2 23rd ed. |a 332 |b S864P |
| 245 | 0 | 0 | |a Stochastic processes and applications to mathematical finance : |b proceedings of the 5th Ritsumeikan International Symposium |c Jiro Akahori, Shigeyoshi Ogawa, Shinzo Watanabe (editors) |
| 260 | |a Singapore |b World Scientific |c 2006 | ||
| 300 | |a ix, 217 p. |b ill. |c 23 cm. | ||
| 504 | |a Includes bibliographical references | ||
| 520 | 3 | |a 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 models including GLP and MEMM. Additional topics include gamma processes, stochastic differential equations driven by symmetric stable processes, martingale representation theorem, and chaos expansion. | |
| 653 | |a Tài chính ngân hàng | ||
| 700 | 1 | |a Akahori, Jiro |e editor | |
| 700 | 1 | |a Ogawa, Shigeyoshi |e editor | |
| 700 | 1 | |a editor |e editor | |
| 942 | |2 ddc |c BK | ||
| 952 | |0 0 |1 0 |2 ddc |4 0 |6 332_000000000000000_S864P |7 0 |9 31525 |a 000001 |b 000001 |d 2025-10-28 |o 332 S864P |p MD.24492 |r 2025-10-28 |v 180.00 |w 2025-10-28 |y BK | ||
| 980 | |a Thư viện Trường Đại học Nam Cần Thơ | ||