Stochastic Processes And Applications To Mathematical Finance - Proceedings Of The Ritsumeikan International Symposium

Inbunden, Engelska, 2004

Av AKAHORI JIRO, Jiro Akahori, Shigeyoshi Ogawa, Shinzo Watanabe, Japan) Akahori, Jiro (Ritsumeikan Univ, Japan) Ogawa, Shigeyoshi (Ritsumeikan Univ, Japan) Watanabe, Shinzo (Prof Emeritus Of Kyoto Univ & Visiting Prof Of Ritsumeikan Univ

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This book contains 17 articles on stochastic processes (stochastic calculus and Malliavin calculus, functionals of Brownian motions and Lévy processes, stochastic control and optimization problems, stochastic numerics, and so on) and their applications to problems in mathematical finance.The proceedings have been selected for coverage in:• Index to Scientific & Technical Proceedings® (ISTP® / ISI Proceedings)• Index to Scientific & Technical Proceedings (ISTP CDROM version / ISI Proceedings)• Index to Social Sciences & Humanities Proceedings® (ISSHP® / ISI Proceedings)• Index to Social Sciences & Humanities Proceedings (ISSHP CDROM version / ISI Proceedings)• CC Proceedings — Engineering & Physical Sciences

Produktinformation

Utgivningsdatum2004-07-07
Mått159 x 229 x 33 mm
Vikt658 g
FormatInbunden
SpråkEngelska
Antal sidor408
FörlagWorld Scientific Publishing Co Pte Ltd
ISBN9789812387783

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