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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Bibliografiska uppgifter
Övriga upphovsmän:	Akahori, Jiro (Utgivare, redaktör, sammanställare), Ogawa, Shigeyoshi (Utgivare, redaktör, sammanställare), editor (Utgivare, redaktör, sammanställare)
Materialtyp:	Bok
Språk:	Vietnamese
Publicerad:	Singapore World Scientific 2006
Ämnen:	Tài chính ngân hàng
Taggar:	Lägg till en tagg Inga taggar, Lägg till första taggen!

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

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