Advanced Financial Modelling /

Advanced Financial Modelling /

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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 'Special Semester on Stochastics with Emphasis on Finance' that took place from September to Decemb...

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Bibliographic Details
Corporate Author: De Gruyter
Other Authors: Albrecher, Hansjörg (Editor, http://id.loc.gov/vocabulary/relators/edt), Albrecher, Hansjörg (Editor), BARNDORFF-NIELSEN, O. E. (Contributor, https://id.loc.gov/vocabulary/relators/ctb), BECHERER, D. (Contributor, https://id.loc.gov/vocabulary/relators/ctb), BLANCHET-SCALLIET, C. (Contributor, https://id.loc.gov/vocabulary/relators/ctb), Bouchard, B. (Contributor, https://id.loc.gov/vocabulary/relators/ctb), Damme, G. (Contributor, https://id.loc.gov/vocabulary/relators/ctb), Elie, R. (Contributor, https://id.loc.gov/vocabulary/relators/ctb), Filipović, D. (Contributor, https://id.loc.gov/vocabulary/relators/ctb), GIBSON BRANDON, R. (Contributor, https://id.loc.gov/vocabulary/relators/ctb), Giles, M. B. (Contributor, https://id.loc.gov/vocabulary/relators/ctb), Jourdain, B. (Contributor, https://id.loc.gov/vocabulary/relators/ctb), Jönsson, H. (Contributor, https://id.loc.gov/vocabulary/relators/ctb), Kindermann, S. (Contributor, https://id.loc.gov/vocabulary/relators/ctb), Klüppelberg, C. (Contributor, https://id.loc.gov/vocabulary/relators/ctb), Kohatsu-Higa, A. (Contributor, https://id.loc.gov/vocabulary/relators/ctb), Korn, R. (Contributor, https://id.loc.gov/vocabulary/relators/ctb), Kovacevic, R. (Contributor, https://id.loc.gov/vocabulary/relators/ctb), Mayerhofer, E. (Contributor, https://id.loc.gov/vocabulary/relators/ctb), Monoyios, M. (Contributor, https://id.loc.gov/vocabulary/relators/ctb), Pergamenshchikov, S. (Contributor, https://id.loc.gov/vocabulary/relators/ctb), Pflug, G. Ch (Contributor, https://id.loc.gov/vocabulary/relators/ctb), Pham, H. (Contributor, https://id.loc.gov/vocabulary/relators/ctb), Pikkarainen, H. K. (Contributor, https://id.loc.gov/vocabulary/relators/ctb), Runggaldier, W. J (Wolfgang J.) (Editor, http://id.loc.gov/vocabulary/relators/edt), Runggaldier, Wolfgang J. (Editor), SCHMIEGEL, J. (Contributor, https://id.loc.gov/vocabulary/relators/ctb), Saporta, B. (Contributor, https://id.loc.gov/vocabulary/relators/ctb), Schachermayer, Walter (Editor, http://id.loc.gov/vocabulary/relators/edt), Schoutens, W. (Contributor, https://id.loc.gov/vocabulary/relators/ctb), Schäl, M. (Contributor, https://id.loc.gov/vocabulary/relators/ctb), Seifried, F. (Contributor, https://id.loc.gov/vocabulary/relators/ctb), Talay, D. (Contributor, https://id.loc.gov/vocabulary/relators/ctb), Tanré, E. (Contributor, https://id.loc.gov/vocabulary/relators/ctb), Touzi, N. (Contributor, https://id.loc.gov/vocabulary/relators/ctb), Waterhouse, B. J. (Contributor, https://id.loc.gov/vocabulary/relators/ctb), Yasuda, H. (Contributor, https://id.loc.gov/vocabulary/relators/ctb), Zariphopoulou, T. (Contributor, https://id.loc.gov/vocabulary/relators/ctb)
Format: Book
Language:English
Published: Berlin ; Boston : De Gruyter, [2009]
Berlin ; Boston : [2009]
Series:Radon series on computational and applied mathematics ; 8
Subjects:
Finance > Mathematical models > ^A1017716
Finance > Mathematical models
Financial engineering > ^A1091742
Financial engineering
Insurance > Mathematics > ^A1028849
Insurance > Mathematics
Mathematical optimization > ^A1037742
Mathematical optimization
Options (Finance) > Mathematical models > ^A2103629
Options (Finance) > Mathematical models
Stochastic differential equations > ^A1064728
Stochastic differential equations
Finance Mathematics
Finanzmathematik
Insurance Mathematics
Mathematical Modelling
Modellierung
Optimierung
Optimization
Stochastische Differentialgleichung
Versicherungsmathematik
MATHEMATICS / Probability Statistics / General
MATHEMATICS / Probability & Statistics / General
Stochastic Differential Equations

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