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Stochastic processes and application...

Akahori, Jiro.

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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 /

Record Type:	Language materials, printed : Monograph/item
Title/Author:	Stochastic processes and applications to mathematical finance :/ editors, Jiro Akahori, Shigeyoshi Ogawa, Shinzo Watanabe.
Reminder of title:	proceedings of the 5th Ritsumeikan International Symposium, Ritsumeikan University, Japan, 3-6 March 2005 /
other author:	Akahori, Jiro.
corporate name:	Ritsumeikan International Symposium
Published:	Singapore :World Scientific, : c2006.,
Description:	ix, 217 p. :ill. ;24 cm.
[NT 15003449]:	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.
Subject:	Finance - Mathematical models -
Online resource:	http://www.loc.gov/catdir/toc/fy0706/2006284956.htmlhttp://www.loc.gov/catdir/toc/fy0706/2006284956.html
ISBN:	9812565191 :

Stochastic processes and applications to mathematical finance : = proceedings of the 5th Ritsumeikan International Symposium, Ritsumeikan University, Japan, 3-6 March 2005 /
Stochastic processes and applications to mathematical finance :proceedings of the 5th Ritsumeikan International Symposium, Ritsumeikan University, Japan, 3-6 March 2005 /editors, Jiro Akahori, Shigeyoshi Ogawa, Shinzo Watanabe. - Singapore :World Scientific,c2006. - ix, 217 p. :ill. ;24 cm.

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.

ISBN: 9812565191 :US88.00

LCCN: 2006284956Subjects--Topical Terms:

674775
Finance
--Mathematical models

LC Class. No.: HG106 / .R58 2005

Dewey Class. No.: 332.01/51922

Stochastic processes and applications to mathematical finance : = proceedings of the 5th Ritsumeikan International Symposium, Ritsumeikan University, Japan, 3-6 March 2005 /
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035 $a ibw95000051
040 $a AZS $c AZS $d BAKER $d DLC
042 $a pcc
050 0 0 $a HG106 $b .R58 2005
082 0 0 $a 332.01/51922 $2 22
111 $a Ritsumeikan International Symposium $n (5th : $d 2005 : $c Ritsumeikan Daigaku, Japan) $3 782547
245 1 0 $a Stochastic processes and applications to mathematical finance : $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 : $c c2006. $b World Scientific,
300 $a ix, 217 p. : $b ill. ; $c 24 cm.
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.
650 $a Finance $x Mathematical models $x Congresses. $3 674775
650 $a Stochastic processes $x Congresses. $3 664186
700 $a Akahori, Jiro. $3 782544
700 $a Ogawa, Shigeyoshi. $3 782545
700 $a Watanabe, Shinzo, $d 1935- $3 782546
856 4 1 $3 Table of contents only $u http://www.loc.gov/catdir/toc/fy0706/2006284956.html $z http://www.loc.gov/catdir/toc/fy0706/2006284956.html