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

9789812387783


Pages:   408
Publication Date:   07 July 2004
Format:   Hardback
Availability:   Out of stock   Availability explained
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Stochastic Processes And Applications To Mathematical Finance - Proceedings Of The Ritsumeikan International Symposium


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Overview

This book contains 17 articles on stochastic processes (stochastic calculus and Malliavin calculus, functionals of Brownian motions and Levy processes, stochastic control and optimization problems, stochastic numerics, and so on) and their applications to problems in mathematical finance.The proceedings have been selected for coverage in:* Index to Scientific & Technical Proceedings (R) (ISTP (R) / ISI Proceedings)* Index to Scientific & Technical Proceedings (ISTP CDROM version / ISI Proceedings)* Index to Social Sciences & Humanities Proceedings (R) (ISSHP (R) / ISI Proceedings)* Index to Social Sciences & Humanities Proceedings (ISSHP CDROM version / ISI Proceedings)* CC Proceedings - Engineering & Physical Sciences

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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: 16.30cm , Height: 2.70cm , Length: 23.00cm
Weight:   0.667kg
ISBN:  

9789812387783


ISBN 10:   9812387781
Pages:   408
Publication Date:   07 July 2004
Audience:   College/higher education ,  Professional and scholarly ,  Undergraduate ,  Postgraduate, Research & Scholarly
Format:   Hardback
Publisher's Status:   Active
Availability:   Out of stock   Availability explained
The supplier is temporarily out of stock of this item. It will be ordered for you on backorder and shipped when it becomes available.

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