skip to content
Stochastic processes and applications to mathematical finance : proceedings of the 6th Ritsumeikan International Symposium, Ritsumeikan University, Japan, 6-10 March 2006 Preview this item
ClosePreview this item
Checking...

Stochastic processes and applications to mathematical finance : proceedings of the 6th Ritsumeikan International Symposium, Ritsumeikan University, Japan, 6-10 March 2006

Author: Jiro Akahori; Shigeyoshi Ogawa; Shinzo Watanabe
Publisher: Singapore : World Scientific, ©2007.
Edition/Format:   eBook : Document : Conference publication : EnglishView all editions and formats
Summary:

Contains the contributions to a conference that is among the important meetings in financial mathematics.

Rating:

(not yet rated) 0 with reviews - Be the first.

Subjects
More like this

 

Find a copy online

Links to this item

Find a copy in the library

&AllPage.SpinnerRetrieving; Finding libraries that hold this item...

Details

Genre/Form: Electronic books
Conference papers and proceedings
Congresses
Material Type: Conference publication, Document, Internet resource
Document Type: Internet Resource, Computer File
All Authors / Contributors: Jiro Akahori; Shigeyoshi Ogawa; Shinzo Watanabe
OCLC Number: 648317138
Description: 1 online resource (xii, 296 pages) : illustrations
Contents: 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.
Other Titles: Proceedings of the 6th Ritsumeikan International Symposium, Ritsumeikan University, Japan, 6-10 March 2006
Responsibility: editors, Jiro Akahori, Shigeyoshi Ogawa, Shinzo Watanabe.

Reviews

User-contributed reviews
Retrieving GoodReads reviews...
Retrieving DOGObooks reviews...

Tags

Be the first.
Confirm this request

You may have already requested this item. Please select Ok if you would like to proceed with this request anyway.

Linked Data


Primary Entity

<http://www.worldcat.org/oclc/648317138> # Stochastic processes and applications to mathematical finance : proceedings of the 6th Ritsumeikan International Symposium, Ritsumeikan University, Japan, 6-10 March 2006
    a schema:CreativeWork, schema:Book, schema:MediaObject ;
    library:oclcnum "648317138" ;
    library:placeOfPublication <http://id.loc.gov/vocabulary/countries/si> ;
    library:placeOfPublication <http://experiment.worldcat.org/entity/work/data/797238205#Place/singapore> ; # Singapore
    schema:about <http://id.worldcat.org/fast/1133519> ; # Stochastic processes
    schema:about <http://experiment.worldcat.org/entity/work/data/797238205#Topic/stochastic_processes> ; # Stochastic processes
    schema:about <http://experiment.worldcat.org/entity/work/data/797238205#Topic/finance_mathematical_models> ; # Finance--Mathematical models
    schema:about <http://dewey.info/class/332.6420151923/e22/> ;
    schema:about <http://id.worldcat.org/fast/924398> ; # Finance--Mathematical models
    schema:alternateName "Proceedings of the 6th Ritsumeikan International Symposium, Ritsumeikan University, Japan, 6-10 March 2006" ;
    schema:bookFormat schema:EBook ;
    schema:contributor <http://viaf.org/viaf/258215784> ; # Shigeyoshi Ogawa
    schema:contributor <http://viaf.org/viaf/7113305> ; # Jiro Akahori
    schema:contributor <http://viaf.org/viaf/84766293> ; # Shinzo Watanabe
    schema:copyrightYear "2007" ;
    schema:creator <http://experiment.worldcat.org/entity/work/data/797238205#Meeting/ritsumeikan_international_symposium_6th_2006_ritsumeikan_university> ; # Ritsumeikan International Symposium (6th : 2006 : Ritsumeikan University)
    schema:datePublished "2007" ;
    schema:description "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."@en ;
    schema:exampleOfWork <http://worldcat.org/entity/work/id/797238205> ;
    schema:genre "Conference publication"@en ;
    schema:genre "Conference papers and proceedings"@en ;
    schema:genre "Electronic books"@en ;
    schema:inLanguage "en" ;
    schema:name "Stochastic processes and applications to mathematical finance : proceedings of the 6th Ritsumeikan International Symposium, Ritsumeikan University, Japan, 6-10 March 2006"@en ;
    schema:productID "648317138" ;
    schema:publication <http://www.worldcat.org/title/-/oclc/648317138#PublicationEvent/singapore_world_scientific_2007> ;
    schema:publisher <http://experiment.worldcat.org/entity/work/data/797238205#Agent/world_scientific> ; # World Scientific
    schema:url <http://public.ebookcentral.proquest.com/choice/publicfullrecord.aspx?p=312328> ;
    schema:url <http://ebookcentral.proquest.com/lib/warw/detail.action?docID=312328> ;
    schema:url <http://site.ebrary.com/id/10188837> ;
    wdrs:describedby <http://www.worldcat.org/title/-/oclc/648317138> ;
    .


Related Entities

<http://experiment.worldcat.org/entity/work/data/797238205#Agent/world_scientific> # World Scientific
    a bgn:Agent ;
    schema:name "World Scientific" ;
    .

<http://experiment.worldcat.org/entity/work/data/797238205#Meeting/ritsumeikan_international_symposium_6th_2006_ritsumeikan_university> # Ritsumeikan International Symposium (6th : 2006 : Ritsumeikan University)
    a bgn:Meeting, schema:Event ;
    schema:location <http://experiment.worldcat.org/entity/work/data/797238205#Place/ritsumeikan_university> ; # Ritsumeikan University)
    schema:name "Ritsumeikan International Symposium (6th : 2006 : Ritsumeikan University)" ;
    .

<http://experiment.worldcat.org/entity/work/data/797238205#Place/ritsumeikan_university> # Ritsumeikan University)
    a schema:Place ;
    schema:name "Ritsumeikan University)" ;
    .

<http://id.worldcat.org/fast/1133519> # Stochastic processes
    a schema:Intangible ;
    schema:name "Stochastic processes"@en ;
    .

<http://id.worldcat.org/fast/924398> # Finance--Mathematical models
    a schema:Intangible ;
    schema:name "Finance--Mathematical models"@en ;
    .

<http://viaf.org/viaf/258215784> # Shigeyoshi Ogawa
    a schema:Person ;
    schema:familyName "Ogawa" ;
    schema:givenName "Shigeyoshi" ;
    schema:name "Shigeyoshi Ogawa" ;
    .

<http://viaf.org/viaf/7113305> # Jiro Akahori
    a schema:Person ;
    schema:familyName "Akahori" ;
    schema:givenName "Jiro" ;
    schema:name "Jiro Akahori" ;
    .

<http://viaf.org/viaf/84766293> # Shinzo Watanabe
    a schema:Person ;
    schema:birthDate "1935" ;
    schema:familyName "Watanabe" ;
    schema:givenName "Shinzo" ;
    schema:name "Shinzo Watanabe" ;
    .

<http://www.worldcat.org/title/-/oclc/648317138>
    a genont:InformationResource, genont:ContentTypeGenericResource ;
    schema:about <http://www.worldcat.org/oclc/648317138> ; # Stochastic processes and applications to mathematical finance : proceedings of the 6th Ritsumeikan International Symposium, Ritsumeikan University, Japan, 6-10 March 2006
    schema:dateModified "2018-01-05" ;
    void:inDataset <http://purl.oclc.org/dataset/WorldCat> ;
    .


Content-negotiable representations

Close Window

Please sign in to WorldCat 

Don't have an account? You can easily create a free account.