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Stochastic Processes And Applications To Mathematical Finance Proceedings Of The 5th Ritsumeikan International Symposium Ritsumeikan University Japan 36 March 2005 Jiro Akahori

  • SKU: BELL-1367740
Stochastic Processes And Applications To Mathematical Finance Proceedings Of The 5th Ritsumeikan International Symposium Ritsumeikan University Japan 36 March 2005 Jiro Akahori
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Stochastic Processes And Applications To Mathematical Finance Proceedings Of The 5th Ritsumeikan International Symposium Ritsumeikan University Japan 36 March 2005 Jiro Akahori instant download after payment.

Publisher: World Scientific Publishing Company
File Extension: PDF
File size: 7.24 MB
Pages: 228
Author: Jiro Akahori, Shigeyoshi Ogawa, Shinzo Watanabe
ISBN: 9789812565198, 9812565191
Language: English
Year: 2006

Product desciption

Stochastic Processes And Applications To Mathematical Finance Proceedings Of The 5th Ritsumeikan International Symposium Ritsumeikan University Japan 36 March 2005 Jiro Akahori by Jiro Akahori, Shigeyoshi Ogawa, Shinzo Watanabe 9789812565198, 9812565191 instant download after payment.

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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