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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 / £119.99*

    eBook (PDF)
    Publication Date:
    December 2009
    Copyright year:
    2009
    ISBN
    978-3-11-021314-0
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    Overview

    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

    Details

    24.0 x 17.0 cm
    viii, 453 pages
    Language:
    English
    Type of Publication:
    Collection
    Keyword(s):
    Insurance Mathematics; Finance Mathematics; Stochastic Differential Equations; Optimization; Mathematical Modelling

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

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