Advanced Mathematical Methods for Finance

Language: English

Published by Springer, Springer Gabler Okt 2014, 2014

3642435513 / 9783642435515

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This item is printed on demand - Print on Demand Titel. Neuware -This book presents innovations in the mathematical foundations of financial analysis and numerical methods for finance and applications to the modeling of risk. The topics selected include measures of risk, credit contagion, insider trading, information in finance, stochastic control and its applications to portfolio choices and liquidation, models of liquidity, pricing, and hedging. The models presented are based on the use of Brownian motion, Lévy processes and jump diffusions. Moreover, fractional Brownian motion and ambit processes are also introduced at various levels. The chosen blend of topics gives an overview of the frontiers of mathematics for finance. New results, new methods and new models are all introduced in different forms according to the subject. Additionally, the existing literature on the topic is reviewed.The diversity of the topics makes the book suitable for graduate students, researchers and practitioners in the areas of financial modeling and quantitative finance. The chapters will also be of interest to experts in the financial market interested in new methods and products.This volume presents the results of the European ESF research networking program Advanced Mathematical Methods for Finance.Springer-Verlag KG, Sachsenplatz 4-6, 1201 Wien 544 pp. Englisch.

Seller Inventory # 9783642435515

Title
Advanced Mathematical Methods for Finance
Author
Julia Di Nunno
Publisher
Springer, Springer Gabler Okt 2014
Publication year
2014
Condition
Neu
Binding
Taschenbuch
Language
English
ISBN 10
3642435513
ISBN 13
9783642435515
Item weight
814 grams
Dimensions
235x155x30 mm

buchversandmimpf2000

Emtmannsberg, BAYE, Germany

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