Advanced Financial Modelling
Autor: | Hansjörg Albrecher, Wolfgang J. Runggaldier, Walter Schachermayer |
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EAN: | 9783110213140 |
eBook Format: | |
Sprache: | Englisch |
Produktart: | eBook |
Veröffentlichungsdatum: | 15.12.2009 |
Kategorie: | |
Schlagworte: | Finanzmathematik Insurance Mathematics; Finance Mathematics; Stochastic Differential Equations; Optimization; Mathematical Modelling Modellierung Optimierung Stochastische Differentialgleichung Versicherungsmathematik |
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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.
Hansjörg Albrecher, Austrian Academy of Sciences, Linz, Austria; Wolfgang J. Runggaldier, Università degli Studi di Padova, Italy; Walter Schachermayer, University of Technology, Vienna, Austria.