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Stochastic Processes and Applications to Mathematical Finance

Editor

Listed:
  • Jiro Akahori
    (Ritsumeikan University, Japan)

  • Shigeyoshi Ogawa
    (Ritsumeikan University, Japan)

  • Shinzo Watanabe
    (Ritsumeikan University, Japan)

Abstract

Based around recent lectures given at the prestigious Ritsumeikan conference, the tutorial and expository articles contained in this volume are an essential guide for practitioners and graduates alike who use stochastic calculus in finance.

Individual chapters are listed in the "Chapters" tab

Suggested Citation

  • Jiro Akahori & Shigeyoshi Ogawa & Shinzo Watanabe (ed.), 2006. "Stochastic Processes and Applications to Mathematical Finance," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 5956, August.
    • Handle: RePEc:wsi:wsbook:5956
    as

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    Citations

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    Cited by:

    1. Tomasz Bielecki & Monique Jeanblanc & Marek Rutkowski, 2011. "Hedging of a credit default swaption in the CIR default intensity model," Finance and Stochastics, Springer, vol. 15(3), pages 541-572, September.

    Book Chapters

    The following chapters of this book are listed in IDEAS

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