عنوان

Stochastic processes and applications to mathematical finance :

شابک

1281121320

شابک

6611121323

شابک

9781281121325

شابک

9786611121327

شابک

9789812770448

شابک

9812770445

شابک اشتباه

9789812704139

شابک اشتباه

9812704132

شماره

b758470

عنوان اصلي

Stochastic processes and applications to mathematical finance :

نام عام مواد

[Book]

ساير اطلاعات عنواني

proceedings of the 6th Ritsumeikan International Symposium, Ritsumeikan University, Japan, 6-10 March 2006 /

نام نخستين پديدآور

editors, Jiro Akahori, Shigeyoshi Ogawa, Shinzo Watanabe.

محل نشرو پخش و غیره

Singapore :

نام ناشر، پخش کننده و غيره

World Scientific,

تاریخ نشرو بخش و غیره

©2007.

نام خاص و کميت اثر

1 online resource (xii, 296 pages) :

ساير جزييات

illustrations

متن يادداشت

Includes bibliographical references.

متن يادداشت

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.

بدون عنوان

0

متن يادداشت

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.

عنوان

Stochastic processes and applications to mathematical finance.

عنوان اصلي به زبان ديگر

Proceedings of the 6th Ritsumeikan International Symposium, Ritsumeikan University, Japan, 6-10 March 2006

موضوع مستند نشده

Finance-- Mathematical models, Congresses.

موضوع مستند نشده

Stochastic processes, Congresses.

موضوع مستند نشده

Finance-- Mathematical models.

موضوع مستند نشده

Stochastic processes.

شماره

ويراست

شماره رده

نشانه اثر

شماره رده

کد سيستم

مستند نام اشخاص تاييد نشده

Akahori, Jiro.

مستند نام اشخاص تاييد نشده

Ogawa, Shigeyoshi.

مستند نام اشخاص تاييد نشده

Watanabe, Shinzo,1935-

مستند نام تنالگان تاييد نشده

Ritsumeikan International Symposium(6th :2006 :, Ritsumeikan University)

تاريخ عمليات

20201204182910.0

قواعد فهرست نويسي ( بخش توصيفي )

pn

نام الکترونيکي

نوع ماده

[Book]

تكميل شده

Y