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Contemporary Quantitative Finance

Essays in Honour of Eckhard Platen

Jezik EngleskiEngleski
Knjiga Tvrdi uvez
Knjiga Contemporary Quantitative Finance Carl Chiarella
Libristo kod: 01650252
Nakladnici Springer-Verlag Berlin and Heidelberg GmbH & Co. KG, prosinac 2009
The contributors to this volume write a series of articles outlining contemporary advances in a numb... Cijeli opis
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The contributors to this volume write a series of articles outlining contemporary advances in a number of key areas of mathematical finance such as, optimal control theory applied to finance, interest rate models, credit risk and credit derivatives, use of alternative stochastic processes, numerical solution of equations of mathematical finance, estimation of stochastic processes in finance. The list of authors includes many of the researchers who have made the major contributions to these various areas of mathematical finance.

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Informacije o knjizi

Puni naziv Contemporary Quantitative Finance
Autor Carl Chiarella, Alexander Novikov
Jezik Engleski
Uvez Knjiga - Tvrdi uvez
Datum izdanja 2009
Broj stranica 423
EAN 9783642034787
ISBN 3642034780
Libristo kod 01650252
Nakladnici Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
Težina 1730
Dimenzije 155 x 235 x 33

Kategorija

Mathematics & Science > Mathematics > Calculus & mathematical analysis > Calculus of variations
Mathematics & Science > Mathematics > Calculus & mathematical analysis > Numerical analysis
Mathematics & Science > Mathematics > Applied mathematics > Stochastics
Mathematics & Science > Mathematics > Probability & statistics
Mathematics & Science > Mathematics > Optimization
Economics, Finance, Business & Management > Finance & accounting
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