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Stochastic Processes And Applications To Mathematical Finance - Proceedings Of The Ritsumeikan International Symposium

By: Japan) Akahori Jiro (Ritsumeikan Univ (Author) , Japan) Ogawa Shigeyoshi (Ritsumeikan Univ (Author) , Japan) Watanabe Shinzo (Prof Emeritus Of Kyoto Univ & Visiting Prof Of Ritsumeikan Univ (Author)

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Ksh 30,150.00

Format: Hardback or Cased Book

ISBN-13: 9789812387783

Publisher: World Scientific Publishing Co Pte Ltd

Publication Date: Jul 7th, 2004

Weight: 658 grams

Dimension: 22.90 x 15.90 x 3.30 cms

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This book contains 17 articles on stochastic processes (stochastic calculus and Malliavin calculus, functionals of Brownian motions and Levy processes, stochastic control and optimization problems, stochastic numerics, and so on) and their applications to problems in mathematical finance.

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