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Advanced Financial Modelling - 8

Albrecher, Hansjorg(Edited by), Runggaldier, Wolfgang J.(Edited by), Schachermayer, Walter(Edited by)

Part of the Radon Series on Computational and Applied Mathematics series

See all formats and editions

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.

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Product Details

Publisher/Imprint De Gruyter

ISBN/Ean3110213141 / 9783110213140

FormateBook (Adobe Pdf)

Published15/12/2009

Book LanguageEnglish

Pages427 pages

Dimensions170. x 240. mm

Copy LimitsCopy: 10%; print: 10%

BIC PBT Probability & statistics, PBWH Mathematical modelling