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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書誌詳細
その他の著者:	Akahori, Jiro (編集者), Ogawa, Shigeyoshi (編集者), editor (編集者)
フォーマット:	図書
言語:	Vietnamese
出版事項:	Singapore World Scientific 2006
主題:	Tài chính ngân hàng
タグ:	タグ追加タグなし, このレコードへの初めてのタグを付けませんか!

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

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