(Ebook) Stochastic Processes and Applications to Mathematical Finance 1st Edition by Jiro Akahori, Shigeyoshi Ogawa, Shinzo Watanabe ISBN 9789812704139 9812704132

(Ebook) Stochastic Processes and Applications to Mathematical Finance 1st Edition by Jiro Akahori, Shigeyoshi Ogawa, Shinzo Watanabe ISBN 9789812704139 9812704132

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Product details:

ISBN 10: 9812704132
ISBN 13: 9789812704139
Author: Jiro Akahori, Shigeyoshi Ogawa, Shinzo Watanabe

(Ebook) Stochastic Processes and Applications to Mathematical Finance 1st Edition Table of contents:

1. Numerical Analysis and Misspecifications in Finance: From Model Risk to Localization Error Estimates for Nonlinear PDEs
   – C. Berthelot, M. Bossy & D. Talay

2. The Term Structure of Interest Rates as a Random Field: A Stochastic Integration Approach
   – M. De Donno

3. Revisiting the Greeks for European and American Options
   – E. Gobet

4. Excursions in the Martingale Hypothesis
   – P. Guasoni

5. Analysis of Jump Processes and Its Application to Optimal Control
   – Y. Ishikawa

6. Structure on Solutions of Ergodic-Type Bellman Equations
   – H. Kaise & S.-J. Sheu

7. Multivariate Utility Maximization under Transaction Costs
   – K. Kamizono

8. Enlargement of Filtrations and Models for Insider Trading
   – A. Kohatsu-Higa

9. Variational Equality and Portfolio Optimization for Price Processes with Jumps
   – H. Kunita

10. Applications of the Asymptotic Expansion Approach Based on Malliavin–Watanabe Calculus in Financial Problems
    – N. Kunitomo & A. Takahashi

11. A New Simulation Method of Diffusion Processes Applied to Finance
    – S. Kusuoka & S. Ninomiya

12. Nonlinear Feedback Effects by Hedging Strategies
    – M.E. Mancino & S. Ogawa

13. Risky Fraction Processes and Problems with Transaction Costs
    – H. Nagai

14. Noncausal Cauchy Problem for Noncausal SDEs
    – S. Ogawa

15. A Benchmark Framework for Risk Management
    – E. Platen

16. On Dufresne’s Perpetuity, Translated and Reflected
    – P. Salminen & M. Yor

17. An Analytic Approach to Secure Pseudo-Random Generation
    – H. Sugita

18. Some Problems Related to the Black–Scholes Type Security Markets
    – J. Yong

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Tags: Jiro Akahori, Shigeyoshi Ogawa, Shinzo Watanabe, Stochastic Processes, Mathematical Finance