Jump to ContentJump to Main Navigation
Show Summary Details

Advanced Financial Modelling

Ed. by Albrecher, Hansjörg / Runggaldier, Wolfgang J. / Schachermayer, Walter

Series:Radon Series on Computational and Applied Mathematics 8

    159,95 € / $224.00 / £145.50*

    eBook (PDF)
    Publication Date:
    December 2009
    Copyright year:
    See all formats and pricing


    Aims and Scope

    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 December 2008 at the Johann Radon Institute for Computational and Applied Mathematics of the Austrian Academy of Sciences in Linz, Austria.

    Supplementary Information


    24.0 x 17.0 cm
    viii, 453 pages
    Type of Publication:
    Insurance Mathematics; Finance Mathematics; Stochastic Differential Equations; Optimization; Mathematical Modelling

    MARC record

    MARC record for eBook

    request permissions

    More ...

    Hansjörg Albrecher, Austrian Academy of Sciences, Linz, Austria; Wolfgang J. Runggaldier, Università degli Studi di Padova, Italy; Walter Schachermayer, University of Technology, Vienna, Austria.

    Part of:

    Comments (0)

    Please log in or register to comment.
    Log in