Description

Book Synopsis
This volume contains the contributions to a conference that is among the most important meetings in financial mathematics. Serving as a bridge between probabilists in Japan (called the Ito School and known for its highly sophisticated mathematics) and mathematical finance and financial engineering, the conference elicits the very highest quality papers in the field of financial mathematics.

Table of Contents
Financial Markets with Asymmetric Information: Information Drift, Additional Utility and Entropy (S Ankirchner & P Imkeller); Model-Free Representation of Pricing Rules as Conditional Expections (S Biagini & R Cont); Risky Debt and Optimal Coupon Policy and Other Optimal Strategies (D Dorobantu & M Pontier); The Investment Game Under Uncertainty: An Analysis of Equilibrium Values in the Presence of First or Second Mover Advantage (J Imai & T Watanabe); Cubature on Wiener Continued (C Litterer & T Lyons); Numerical Approximation by Quantization for Optimization Problems in Finance Under Partial Observations (H Pham); and other papers.

Stochastic Processes And Applications To

    Product form

    £134.10

    Includes FREE delivery

    RRP £149.00 – you save £14.90 (10%)

    Order before 4pm today for delivery by Fri 14 Aug 2026.

    A Hardback by Jiro Akahori, Shigeyoshi Ogawa, Shinzo Watanabe

    Out of stock

      Trusted by thousands of customers. See 2,385+ Customer Reviews

      View other formats and editions of Stochastic Processes And Applications To by Jiro Akahori

      Publisher: World Scientific Publishing Co Pte Ltd
      Publication Date: Publication Date: 05/04/2007
      ISBN13: 9789812704139, 978-9812704139
      ISBN10: 9812704132

      Description

      Book Synopsis
      This volume contains the contributions to a conference that is among the most important meetings in financial mathematics. Serving as a bridge between probabilists in Japan (called the Ito School and known for its highly sophisticated mathematics) and mathematical finance and financial engineering, the conference elicits the very highest quality papers in the field of financial mathematics.

      Table of Contents
      Financial Markets with Asymmetric Information: Information Drift, Additional Utility and Entropy (S Ankirchner & P Imkeller); Model-Free Representation of Pricing Rules as Conditional Expections (S Biagini & R Cont); Risky Debt and Optimal Coupon Policy and Other Optimal Strategies (D Dorobantu & M Pontier); The Investment Game Under Uncertainty: An Analysis of Equilibrium Values in the Presence of First or Second Mover Advantage (J Imai & T Watanabe); Cubature on Wiener Continued (C Litterer & T Lyons); Numerical Approximation by Quantization for Optimization Problems in Finance Under Partial Observations (H Pham); and other papers.

      Recently viewed products

      © 2026 Book Curl

        • American Express
        • Apple Pay
        • Diners Club
        • Discover
        • Google Pay
        • Maestro
        • Mastercard
        • PayPal
        • Shop Pay
        • Union Pay
        • Visa

        Login

        Forgot your password?

        Don't have an account yet?
        Create account