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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Opis bibliograficzny
Kolejni autorzy:	Akahori, Jiro (Redaktor), Ogawa, Shigeyoshi (Redaktor), editor (Redaktor)
Format:	Książka
Język:	Vietnamese
Wydane:	Singapore World Scientific 2006
Hasła przedmiotowe:	Tài chính ngân hàng
Etykiety:	Dodaj etykietę Nie ma etykietki, Dołącz pierwszą etykiete!

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

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