01473nam a22002297a 4500 NCT_4_027845 251028b xxu||||| |||| 00| 0 vie d 9389 9389 9789812565198 $180.00 23rd ed. 332 S864P Stochastic processes and applications to mathematical finance : proceedings of the 5th Ritsumeikan International Symposium Jiro Akahori, Shigeyoshi Ogawa, Shinzo Watanabe (editors) Singapore World Scientific 2006 ix, 217 p. ill. 23 cm. Includes bibliographical references 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. Tài chính ngân hàng Akahori, Jiro editor Ogawa, Shigeyoshi editor editor editor ddc BK 0 0 ddc 0 332_000000000000000_S864P 0 31525 000001 000001 2025-10-28 332 S864P MD.24492 2025-10-28 180.00 2025-10-28 BK Thư viện Trường Đại học Nam Cần Thơ