Stochastic Processes And Applications To Mathematical Finance - Proceedings Of The 6th Ritsumeikan International Conference
Author:   Jiro Akahori (Ritsumeikan Univ, Japan) ,  Shigeyoshi Ogawa (Ritsumeikan Univ, Japan) ,  Shinzo Watanabe (Prof Emeritus Of Kyoto Univ & Visiting Prof Of Ritsumeikan Univ, Japan)
Publisher:   World Scientific Publishing Co Pte Ltd
ISBN:  

9789812704139


Pages:   312
Publication Date:   05 April 2007
Format:   Hardback
Availability:   Awaiting stock   Availability explained
The supplier is currently out of stock of this item. It will be ordered for you and placed on backorder. Once it does come back in stock, we will ship it out for you.

Our Price $396.21 Quantity:  
Add to Cart

Share |

Stochastic Processes And Applications To Mathematical Finance - Proceedings Of The 6th Ritsumeikan International Conference


Add your own review!

Overview

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.

Full Product Details

Author:   Jiro Akahori (Ritsumeikan Univ, Japan) ,  Shigeyoshi Ogawa (Ritsumeikan Univ, Japan) ,  Shinzo Watanabe (Prof Emeritus Of Kyoto Univ & Visiting Prof Of Ritsumeikan Univ, Japan)
Publisher:   World Scientific Publishing Co Pte Ltd
Imprint:   World Scientific Publishing Co Pte Ltd
Dimensions:   Width: 16.80cm , Height: 2.20cm , Length: 22.70cm
Weight:   0.581kg
ISBN:  

9789812704139


ISBN 10:   9812704132
Pages:   312
Publication Date:   05 April 2007
Audience:   Professional and scholarly ,  Professional & Vocational
Format:   Hardback
Publisher's Status:   Active
Availability:   Awaiting stock   Availability explained
The supplier is currently out of stock of this item. It will be ordered for you and placed on backorder. Once it does come back in stock, we will ship it out for you.

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.

Reviews

Author Information

Tab Content 6

Author Website:  

Customer Reviews

Recent Reviews

No review item found!

Add your own review!

Countries Available

All regions
Latest Reading Guide

MRG2025CC

 

Shopping Cart
Your cart is empty
 Shopping cart
Mailing List

 

Sign up now