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 /
  • 紀錄類型: 書目-語言資料,印刷品 : Monograph/item
    正題名/作者: Stochastic processes and applications to mathematical finance :/ editors, Jiro Akahori, Shigeyoshi Ogawa, Shinzo Watanabe.
    其他題名: proceedings of the 5th Ritsumeikan International Symposium, Ritsumeikan University, Japan, 3-6 March 2005 /
    其他作者: Akahori, Jiro.
    團體作者: Ritsumeikan International Symposium
    出版者: Singapore :World Scientific, : c2006.,
    面頁冊數: ix, 217 p. :ill. ;24 cm.
    內容註: 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.
    標題: Finance - Mathematical models -
    電子資源: http://www.loc.gov/catdir/toc/fy0706/2006284956.htmlhttp://www.loc.gov/catdir/toc/fy0706/2006284956.html
    ISBN: 9812565191 :
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