Stochastic processes and applications to mathematical finance (Record no. 222811)
| 000 -LEADER | |
|---|---|
| fixed length control field | 02202nam a22003494a 4500 |
| 082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER | |
| Classification number | 332.01/51922 |
| 245 10 - TITLE STATEMENT | |
| Title | Stochastic processes and applications to mathematical finance |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) | |
| Place of publication | Singapore ; |
| -- | Hackensack, NJ : |
| Name of publisher | World Scientific, |
| Year of publication | c2006. |
| 300 ## - PHYSICAL DESCRIPTION | |
| Number of Pages | ix, 217 p. : |
| Other physical details | ill. |
| 505 0# - FORMATTED CONTENTS NOTE | |
| Formatted contents note | 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. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical Term | Finance |
| Topical Term | Stochastic processes |
| 700 1# - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Akahori, Jiro. |
| Personal name | Ogawa, Shigeyoshi. |
| Personal name | Watanabe, Shinzo, |
| 856 40 - ELECTRONIC LOCATION AND ACCESS | |
| Uniform Resource Identifier | http://site.ebrary.com/lib/rucke/Doc?id=10201324 |
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