Stochastic Processes and Applications to Mathematical Finance
- Jiro Akahori
- Shigeyoshi Ogawa
- Shinzo Watanabe
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Stochastic Processes and Applications to Mathematical Finance is written by Jiro Akahori and published by World Scientific. It's available with International Standard Book Number or ISBN identification 9812565191 (ISBN 10) and 9789812565198 (ISBN 13).
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.Among the eminent contributors are Paul Malliavin and Shinzo Watanabe, pioneers of Malliavin Calculus. The coverage also includes a valuable review of current research on credit risks in a mathematically sophisticated way contrasting with existing economics-oriented articles.
