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Stochastic processes and applications to mathematical finance proceedings of the 5th Ritsumeikan International Symposium, Ritsumeikan University, Japan, 3-6 March 2005 /

Bibliographic Details
Corporate Authors: Ritsumeikan International Symposium Ritsumeikan Daigaku, Japan), ProQuest (Firm)
Other Authors: Akahori, Jiro., Ogawa, Shigeyoshi., Watanabe, Shinzo, 1935-
Format: Electronic Conference Proceeding eBook
Language:English
Published: Singapore ; Hackensack, NJ : World Scientific, c2006.
Subjects:
Finance > Mathematical models > Congresses.
Stochastic processes > Congresses.
Electronic books.
Online Access:Click to View
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111 2 |a Ritsumeikan International Symposium  |n (5th :  |d 2005 :  |c Ritsumeikan Daigaku, Japan) 
245 1 0 |a Stochastic processes and applications to mathematical finance  |h [electronic resource] :  |b proceedings of the 5th Ritsumeikan International Symposium, Ritsumeikan University, Japan, 3-6 March 2005 /  |c editors, Jiro Akahori, Shigeyoshi Ogawa, Shinzo Watanabe. 
260 |a Singapore ;  |a Hackensack, NJ :  |b World Scientific,  |c c2006. 
300 |a ix, 217 p. :  |b ill. 
504 |a Includes bibliographical references. 
505 0 |a 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. 
533 |a Electronic reproduction. Ann Arbor, MI : ProQuest, 2015. Available via World Wide Web. Access may be limited to ProQuest affiliated libraries. 
650 0 |a Finance  |x Mathematical models  |v Congresses. 
650 0 |a Stochastic processes  |v Congresses. 
655 4 |a Electronic books. 
700 1 |a Akahori, Jiro. 
700 1 |a Ogawa, Shigeyoshi. 
700 1 |a Watanabe, Shinzo,  |d 1935- 
710 2 |a ProQuest (Firm) 
856 4 0 |u https://ebookcentral.proquest.com/lib/matrademy/detail.action?docID=1679859  |z Click to View 

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