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Advanced Modelling in Mathematical Finance

In Honour of Ernst Eberlein

Jezik EngleskiEngleski
Knjiga Tvrdi uvez
Knjiga Advanced Modelling in Mathematical Finance Jan Kallsen
Libristo kod: 13659352
Nakladnici Springer International Publishing AG, prosinac 2016
This Festschrift resulted from a workshop on "Advanced Modelling in Mathematical Finance" held in ho... Cijeli opis
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This Festschrift resulted from a workshop on "Advanced Modelling in Mathematical Finance" held in honour of Ernst Eberlein's 70th birthday, from 20 to 22 May 2015 in Kiel, Germany. It includes contributions by several invited speakers at the workshop, including several of Ernst Eberlein's long-standing collaborators and former students.§§Advanced mathematical techniques play an ever-increasing role in modern quantitative finance. Written by leading experts from academia and financial practice, this book offers state-of-the-art papers on the application of jump processes in mathematical finance, on term-structure modelling, and on statistical aspects of financial modelling. It is aimed at graduate students and researchers interested in mathematical finance, as well as practitioners wishing to learn about the latest developments.§

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Informacije o knjizi

Puni naziv Advanced Modelling in Mathematical Finance
Autor Jan Kallsen, Antonis Papapantoleon
Jezik Engleski
Uvez Knjiga - Tvrdi uvez
Datum izdanja 2016
Broj stranica 496
EAN 9783319458731
ISBN 3319458736
Libristo kod 13659352
Nakladnici Springer International Publishing AG
Težina 8985
Dimenzije 155 x 235 x 35

Kategorija

Mathematics & Science > Mathematics > Applied mathematics > Mathematical modelling
Mathematics & Science > Mathematics > Applied mathematics > Stochastics
Economics, Finance, Business & Management > Finance & accounting > Finance
Mathematics & Science > Mathematics > Probability & statistics
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