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.
Les mer
A collection of surveys on various topics in mathematical finance, with an emphasis on modelling and computational approaches.
Produktdetaljer
ISBN
9783110213133
Publisert
2009-10-16
Utgiver
Vendor
De Gruyter
Vekt
892 gr
Høyde
240 mm
Bredde
170 mm
Aldersnivå
P, 06
Språk
Product language
Engelsk
Format
Product format
Innbundet
Antall sider
461
Biographical note
Hansjörg Albrecher, Austrian Academy of Sciences, Linz, Austria; Wolfgang J. Runggaldier, Università degli Studi di Padova, Italy; Walter Schachermayer, University of Technology, Vienna, Austria.