Rongo Univesity Library catalog › Details for: Stochastic processes and applications to mathematical finance

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Stochastic processes and applications to mathematical finance

Additional authors: Akahori, Jiro. | Ogawa, Shigeyoshi. | Watanabe, Shinzo, -- 1935- | ebrary, Inc.

Published by : World Scientific, (Singapore ; | Hackensack, NJ :) Physical details: ix, 217 p. : ill.

Subject(s): Finance -- Mathematical models -- Congresses. | Stochastic processes -- Congresses. | Electronic books.

Year: 2006

Online resources:

http://site.ebrary.com/lib/rucke/Doc?id=10201324
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Includes bibliographical references.

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.

Electronic reproduction. Palo Alto, Calif. : ebrary, 2013. Available via World Wide Web. Access may be limited to ebrary affiliated libraries.

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