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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Údair Eile:	Akahori, Jiro (Eagarthóir), Ogawa, Shigeyoshi (Eagarthóir), editor (Eagarthóir)
Formáid:	Leabhar
Teanga:	Vietnamese
Foilsithe:	Singapore World Scientific 2006
Ábhair:	Tài chính ngân hàng
Clibeanna:	Cuir Clib Leis Gan Chlibeanna, Bí ar an gcéad duine leis an taifead seo a chlibeáil!

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

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