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

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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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Bibliografske podrobnosti
Drugi avtorji:	Akahori, Jiro (Biên tập viên), Ogawa, Shigeyoshi (Biên tập viên), editor (Biên tập viên)
Format:	Knjiga
Jezik:	Vietnamese
Izdano:	Singapore World Scientific 2006
Teme:	Tài chính ngân hàng
Oznake:	Označite Brez oznak, prvi označite!

Thư viện lưu trữ:	Thư viện Trường Đại học Nam Cần Thơ

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