Code: 05068172

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

Name: Stochastic Processes And Applications To Mathematical Finance - Proceedings Of The 5th Ritsumeikan International Symposium
Brand: World Scientific Publishing Co Pte Ltd
SKU: 05068172
Price: 207.05 EUR
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by Watanabe Shinzo

Language: English
Binding: Hardback
Number of pages: 228
Publisher: World Scientific Publishing Co Pte Ltd, 2006
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More about Stochastic Processes And Applications To Mathematical Finance - Proceedings Of The 5th Ritsumeikan International Symposium

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Book synopsis

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.

Book details

Book category Books in English Mathematics & science Mathematics Applied mathematics

207.05 €

Full title: Stochastic Processes And Applications To Mathematical Finance - Proceedings Of The 5th Ritsumeikan International Symposium
Author: Watanabe Shinzo
Language: English
Binding: Hardback
Number of pages: 228
EAN: 9789812565198
ISBN: 9812565191
ID: 05068172
Publisher: World Scientific Publishing Co Pte Ltd
Weight: 540 g
Dimensions: 232 × 154 × 20 mm
Date of publishing: 07. March 2006