عنوان
پدید آورنده
موضوع
رده
HG106 .R58 2006eb
HG106
.
R58
2006eb
کتابخانه
محل استقرار
INTERNATIONAL STANDARD BOOK NUMBER
(Number (ISBN
1281121320
(Number (ISBN
6611121323
(Number (ISBN
9781281121325
(Number (ISBN
9786611121327
(Number (ISBN
9789812770448
(Number (ISBN
9812770445
Erroneous ISBN
9789812704139
Erroneous ISBN
9812704132
NATIONAL BIBLIOGRAPHY NUMBER
Number
b758470
TITLE AND STATEMENT OF RESPONSIBILITY
Title Proper
Stochastic processes and applications to mathematical finance :
General Material Designation
[Book]
Other Title Information
proceedings of the 6th Ritsumeikan International Symposium, Ritsumeikan University, Japan, 6-10 March 2006 /
First Statement of Responsibility
editors, Jiro Akahori, Shigeyoshi Ogawa, Shinzo Watanabe.
.PUBLICATION, DISTRIBUTION, ETC
Place of Publication, Distribution, etc.
Singapore :
Name of Publisher, Distributor, etc.
World Scientific,
Date of Publication, Distribution, etc.
©2007.
PHYSICAL DESCRIPTION
Specific Material Designation and Extent of Item
1 online resource (xii, 296 pages) :
Other Physical Details
illustrations
INTERNAL BIBLIOGRAPHIES/INDEXES NOTE
Text of Note
Includes bibliographical references.
CONTENTS NOTE
Text of Note
Financial markets with asymmetric information: Information drift, additional utility and entropy -- A localization of the Levy operators arising in mathematical finances -- Model-free representation of pricing rules as conditional expectations -- A class of financial products and models where super-replication prices are explicit -- Risky debt and optimal coupon policy and other optimal strategies -- Affine credit risk models under incomplete information -- Smooth rough paths and the applications -- From access to bypass: A real options approach -- The investment game under uncertainty: An analysis of equilibrium values in the presence of first or second mover advantage -- Asian strike options of American type and game type -- Minimal variance martingale measures for geometric Levy processes -- Cubature on wiener space continued -- A remark on impulse control problems with risk-sensitive criteria -- A convolution approach to multivariate Bessel proceses -- Spectral representation of multiply self-decomposable stochastic processes and applications -- Stochastic growth models of an isolated economy -- Numerical approximation by quantization for optimization problems in finance under partial observations.
0
SUMMARY OR ABSTRACT
Text of Note
This volume contains the contributions to a conference that is among the most important meetings in financial mathematics. Serving as a bridge between probabilists in Japan (called the Ito School and known for its highly sophisticated mathematics) and mathematical finance and financial engineering, the conference elicits the very highest quality papers in the field of financial mathematics.
OTHER EDITION IN ANOTHER MEDIUM
Title
Stochastic processes and applications to mathematical finance.
PARALLEL TITLE PROPER
Parallel Title
Proceedings of the 6th Ritsumeikan International Symposium, Ritsumeikan University, Japan, 6-10 March 2006
TOPICAL NAME USED AS SUBJECT
Finance-- Mathematical models, Congresses.
Stochastic processes, Congresses.
Finance-- Mathematical models.
Stochastic processes.
DEWEY DECIMAL CLASSIFICATION
Number
332
.
6420151923
Edition
22
LIBRARY OF CONGRESS CLASSIFICATION
Class number
HG106
Book number
.
R58
2006eb
OTHER CLASS NUMBERS
Class number
31
.
70
System Code
bcl
PERSONAL NAME - ALTERNATIVE RESPONSIBILITY
Akahori, Jiro.
Ogawa, Shigeyoshi.
Watanabe, Shinzo,1935-
CORPORATE BODY NAME - PRIMARY RESPONSIBILITY
Ritsumeikan International Symposium(6th :2006 :, Ritsumeikan University)
ORIGINATING SOURCE
Date of Transaction
20201204182910.0
Cataloguing Rules (Descriptive Conventions))
pn
ELECTRONIC LOCATION AND ACCESS
Electronic name
مطالعه متن کتاب [Book]
Y
