Stochastic Processes And Applications To Mathematical Finance - Proceedings Of The Ritsumeikan International Symposium
Download or Read eBook Stochastic Processes And Applications To Mathematical Finance - Proceedings Of The Ritsumeikan International Symposium PDF written by Jiro Akahori and published by World Scientific. This book was released on 2004-07-06 with total page 410 pages. Available in PDF, EPUB and Kindle.
| Author | : Jiro Akahori |
| Publisher | : World Scientific |
| Total Pages | : 410 |
| Release | : 2004-07-06 |
| ISBN-10 | : 9789814483094 |
| ISBN-13 | : 9814483095 |
| Rating | : 4/5 (94 Downloads) |
Book Synopsis Stochastic Processes And Applications To Mathematical Finance - Proceedings Of The Ritsumeikan International Symposium by : Jiro Akahori
Book excerpt: This book contains 17 articles on stochastic processes (stochastic calculus and Malliavin calculus, functionals of Brownian motions and Lévy 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® (ISTP® / ISI Proceedings)• Index to Scientific & Technical Proceedings (ISTP CDROM version / ISI Proceedings)• Index to Social Sciences & Humanities Proceedings® (ISSHP® / ISI Proceedings)• Index to Social Sciences & Humanities Proceedings (ISSHP CDROM version / ISI Proceedings)• CC Proceedings — Engineering & Physical Sciences
