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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Détails bibliographiques
Autres auteurs:	Akahori, Jiro (Éditeur intellectuel), Ogawa, Shigeyoshi (Éditeur intellectuel), editor (Éditeur intellectuel)
Format:	Livre
Langue:	Vietnamese
Publié:	Singapore World Scientific 2006
Sujets:	Tài chính ngân hàng
Tags:	Ajouter un tag Pas de tags, Soyez le premier à ajouter un tag!

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

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