الوصف
Based around recent lectures given at the prestigious Ritsumeikan conference, the tutorial and expository articles contained in this volume are an essential guide for practitioners and graduates alike who use stochastic calculus in finance.Among the eminent contributors are Paul Malliavin and Shinzo Watanabe, pioneers of Malliavin Calculus. The coverage also includes a valuable review of current research on credit risks in a mathematically sophisticated way contrasting with existing economics-oriented articles.
تفاصيل الكتاب
تنسيق
غلاف صلب
صفحات
228 صفحات
لغة
الإنجليزية
منشور
مارس 6, 2006
الناشر
World Scientific Publishing Company
رقم ISBN-10
9812565191
رقم ISBN-13
9789812565198