Description

Based around recent lectures given at the prestigious Ritsumeikan conference, the tutorial and expository articles contained in this volume are an essential guide for practitioners and graduates alike who use stochastic calculus in finance.Among the eminent contributors are Paul Malliavin and Shinzo Watanabe, pioneers of Malliavin Calculus. The coverage also includes a valuable review of current research on credit risks in a mathematically sophisticated way contrasting with existing economics-oriented articles.

Stochastic Processes And Applications To Mathematical Finance - Proceedings Of The 5th Ritsumeikan International Symposium

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Hardback by Jiro Akahori , Shigeyoshi Ogawa

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Based around recent lectures given at the prestigious Ritsumeikan conference, the tutorial and expository articles contained in this volume are... Read more

    Publisher: World Scientific Publishing Co Pte Ltd
    Publication Date: 07/03/2006
    ISBN13: 9789812565198, 978-9812565198
    ISBN10: 9812565191

    Number of Pages: 228

    Non Fiction , Mathematics & Science , Education

    Description

    Based around recent lectures given at the prestigious Ritsumeikan conference, the tutorial and expository articles contained in this volume are an essential guide for practitioners and graduates alike who use stochastic calculus in finance.Among the eminent contributors are Paul Malliavin and Shinzo Watanabe, pioneers of Malliavin Calculus. The coverage also includes a valuable review of current research on credit risks in a mathematically sophisticated way contrasting with existing economics-oriented articles.

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