Stochastic processes and applications to mathematical finance
Subtitle: proceedings of the 5th Ritsumeikan International Symposium, Ritsumeikan University, Japan, 3-6 March 2005
By: editors, Jiro Akahori, Shigeyoshi Ogawa, Shinzo Watanabe.
Contributors: Akahori, Jiro.; Ogawa, Shigeyoshi.; Watanabe, Shinzo, 1935-
Publisher: World Scientific
Published: 2006
Place of publication: Singapore; Hackensack, NJ
Language: eng
Number of pages: 217
ISBN-13: 9789812565198
Subjects: Finance -- Mathematical models -- Congresses.; Stochastic processes -- Congresses.; Finances -- Modèles mathématiques -- Congrès.; Processus stochastiques -- Congrès.
Genres: Congresses.; Congrès.
Notes: Includes bibliographical references.
Table of contents: title: Preface; title: Program; title: Harmonic analysis methods for nonparametic estimation of votality : theory and applications / E. Barucci, P. Malliavin and M.E. Mancino; title: Hedging of credit derivatives in models with totally unexpected default / T.R. Bielecki, M. Jeanblanc and M. Rutkowski; title: A large trader-insider model / A. Kohatsu-Higa and A. Sulem; title: [GLP & MEMM] pricing models and related problems / Y. Miyahara; title: Topics related to gamma processes / M. Yamazato; title: On stochastic differential equations driven by symmetric stable processes of Index [alpha] / H. Hashimoto, T. Tsuchiya and T. Yamada; title: Martingale representation theorem and chaos expansion / S. Watanabe.