Kids Library Home

Welcome to the Kids' Library!

Search for books, movies, music, magazines, and more.

     
Available items only
E-Book/E-Doc
Conference Ritsumeikan International Symposium (5th : 2005 : Ritsumeikan Daigaku, Japan)

Title Stochastic processes and applications to mathematical finance [electronic resource] : proceedings of the 5th Ritsumeikan International Symposium, Ritsumeikan University, Japan, 3-6 March 2005 / editors, Jiro Akahori, Shigeyoshi Ogawa, Shinzo Watanabe.

Imprint Singapore ; Hackensack, NJ : World Scientific, c2006.

Copies

Location Call No. OPAC Message Status
 Axe ProQuest E-Book  Electronic Book    ---  Available
Description ix, 217 p. : ill.
Bibliography Includes bibliographical references.
Contents Preface -- Program -- Harmonic analysis methods for nonparametic estimation of votality : theory and applications / E. Barucci, P. Malliavin and M.E. Mancino -- Hedging of credit derivatives in models with totally unexpected default / T.R. Bielecki, M. Jeanblanc and M. Rutkowski -- A large trader-insider model / A. Kohatsu-Higa and A. Sulem -- [GLP & MEMM] pricing models and related problems / Y. Miyahara -- Topics related to gamma processes / M. Yamazato -- On stochastic differential equations driven by symmetric stable processes of Index [alpha] / H. Hashimoto, T. Tsuchiya and T. Yamada -- Martingale representation theorem and chaos expansion / S. Watanabe.
Reproduction Electronic reproduction. Ann Arbor, MI : ProQuest, 2015. Available via World Wide Web. Access may be limited to ProQuest affiliated libraries.
Subject Finance -- Mathematical models -- Congresses.
Stochastic processes -- Congresses.
Genre/Form Electronic books.
Added Author Akahori, Jiro.
Ogawa, Shigeyoshi.
Watanabe, Shinzo, 1935-
ProQuest (Firm)
ISBN 9812565191

 
    
Available items only