Descrizione
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.
Dettagli del libro
Formato
Copertina rigida
Pagine
228 pagine
Lingua
Inglese
Pubblicato
mar 6, 2006
Editore
World Scientific Publishing Company
ISBN-10
9812565191
ISBN-13
9789812565198