Stochastic Processes And Applications To Mathematical Finance - Proceedings Of The 6th Ritsumeikan International Conference
Proceedings Of The 6th Ritsumeikan International Conference
Published on 5. April 2007
Book
Hardback
312 pages
978-981-270-413-9 (ISBN)
Description
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.
More details
Language
English
Place of publication
Singapore
Singapore
Target group
Professional and scholarly
Product notice
Laminated cover
Dimensions
Height: 229 mm
Width: 152 mm
Thickness: 22 mm
Weight
584 gr
ISBN-13
978-981-270-413-9 (9789812704139)
Copyright in bibliographic data and cover images is held by Nielsen Book Services Limited or by the publishers or by their respective licensors: all rights reserved.
Schweitzer Classification
Persons
Content
Financial Markets with Asymmetric Information: Information Drift, Additional Utility and Entropy (S Ankirchner & P Imkeller); Model-Free Representation of Pricing Rules as Conditional Expections (S Biagini & R Cont); Risky Debt and Optimal Coupon Policy and Other Optimal Strategies (D Dorobantu & M Pontier); The Investment Game Under Uncertainty: An Analysis of Equilibrium Values in the Presence of First or Second Mover Advantage (J Imai & T Watanabe); Cubature on Wiener Continued (C Litterer & T Lyons); Numerical Approximation by Quantization for Optimization Problems in Finance Under Partial Observations (H Pham); and other papers.