Advanced Financial Modelling

Albrecher, Hansjorg (EDT); Runggaldier, Wolfgang J. (EDT); Schachermayer, Walter (EDT)

ISBN 10: 3110213133 ISBN 13: 9783110213133
Published by De Gruyter, 2009
Used Hardcover

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Synopsis:

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.

About the Author:

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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Bibliographic Details

Title: Advanced Financial Modelling
Publisher: De Gruyter
Publication Date: 2009
Binding: Hardcover
Condition: As New

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