Stochastic Processes and Applications to Mathematical Finance - Proceedings of the Ritsumeikan International Symposium (Hardcover) (ISBN-13: 9789812387783)

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(R) (ISTP(R) / ISI Proceedings)- Index to Scientific & Technical Proceedings (ISTP CDROM version / ISI Proceedings)- Index to Social Sciences & Humanities Proceedings(R) (ISSHP(R) / ISI Proceedings)- Index to Social Sciences & Humanities Proceedings (ISSHP CDROM version / ISI Proceedings)- CC Proceedings -- Engineering & Physical Sciences

Author: Jiro Akahori
ISBN-10: 9812387781
ISBN-13: 9789812387783
Publisher: World Scientific Publishing Company
Language: English
Published: 07/07/2004
Pages: 408
Format: Hardcover
Weight: 1.47lbs
Size: 9.26h x 6.42w x 1.05d