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Stochastic processes and applications to mathematical finance：proceedings of the 5th Ritsumeikan International Symposium, Ritsumeikan University, Japan, 3-6 March 2005

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Bibliographic Details
Corporate Authors: Ritsumeikan International Symposium (5th 2005 Ritsumeikan Daigaku, Japan)
Group Author: Akahori Jiro.; Ogawa Shigeyoshi.; Watanabe Shinzo. 1935-
Published: World Scientific,
Publisher Address: Singapore
Publication Dates: c2006.
Literature type: Book
Language: English
Subjects:
Finance > Mathematical models.
Stochastic processes.
Carrier Form: ix, 217 p.: ill. ; 23 cm.
ISBN: 9812565191
Index Number: F224
CLC: F224.7-532
Call Number: F224.7-532/R612/2005
Contents: Includes bibliographical references.
Preface -- Program -- Harmonic analysis methods for nonparametic estimation of votality : theory and applications / E. Barucci, P. Malliavin and M.E. Mancino -- Hedging of credit derivatives in models with totally unexpected default / T.R. Bielecki, M. Jeanblanc and M. Rutkowski -- A large trader-insider model / A. Kohatsu-Higa and A. Sulem -- [GLP & MEMM] pricing models and related problems / Y. Miyahara -- Topics related to gamma processes / M. Yamazato -- On stochastic differential equations driven by symmetric stable processes of Index [alpha] / H. Hashimoto, T. Tsuchiya and T. Yamada -- Martingale representation theorem and chaos expansion / S. Watanabe.

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