Advanced Financial Modelling

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

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

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