STOCHASTIC PROCESSES AND APPLICATIONS TO MATHEMATICAL FINANCE - PROCEEDINGS OF THE 6TH RITSUMEIKAN INTERNATIONAL CONFERENCE - Hardcover

AKAHORI JIRO, OGAWA SHIGEYOSHI & WATANABE SHINZO

 
9789812704139: STOCHASTIC PROCESSES AND APPLICATIONS TO MATHEMATICAL FINANCE - PROCEEDINGS OF THE 6TH RITSUMEIKAN INTERNATIONAL CONFERENCE

Synopsis

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.

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