Advanced financial modelling

Advanced financial modelling / edited by Hansjörg Albrecher, Wolfgang J. Runggaldier, Walter Schachermayer.

Annotation This book is a collection of state-of-the-art surveys on various topics in mathematical finance, with an emphasis on recent modelling and computational approaches. The volume is related to a a ~Special Semester on Stochastics with Emphasis on Financea (TM) that took place from September t...

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Bibliographic Details
Other Authors: Albrecher, Hansjörg, Runggaldier, W. J. (Wolfgang J.), Schachermayer, Walter
Format: eBook
Language:English
Published: Berlin ; New York : W. de Gruyter, ©2009.
Series:Radon series on computational and applied mathematics ; 8.
Subjects:
Finance > Mathematical models.
Options (Finance) > Mathematical models.
Insurance > Mathematics.
Stochastic differential equations.
Mathematical optimization.
Financial engineering.
MATHEMATICS > Probability & Statistics > General.
Finance > Mathematical models
Financial engineering
Insurance > Mathematics
Mathematical optimization
Options (Finance) > Mathematical models
Stochastic differential equations
Stochastische Differentialgleichung
Optimierung
Finanzmathematik
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