Advanced Modelling in Mathematical Finance
| Autor: | Jan Kallsen, Antonis Papapantoleon |
|---|---|
| EAN: | 9783319458755 |
| eBook Format: | |
| Sprache: | Englisch |
| Produktart: | eBook |
| Veröffentlichungsdatum: | 01.12.2016 |
| Untertitel: | In Honour of Ernst Eberlein |
| Kategorie: | |
| Schlagworte: | 60G44 60G51 91G20 91G30 91G70 Ernst Eberlein Festschrift advanced stochastic models mathematical finance option pricing and hedging processes with jumps statistics term structure models |
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This Festschrift resulted from a workshop on 'Advanced Modelling in Mathematical Finance' held in honour of Ernst Eberlein's 70th birthday, from 20 to 22 May 2015 in Kiel, Germany. It includes contributions by several invited speakers at the workshop, including several of Ernst Eberlein's long-standing collaborators and former students.
Advanced mathematical techniques play an ever-increasing role in modern quantitative finance. Written by leading experts from academia and financial practice, this book offers state-of-the-art papers on the application of jump processes in mathematical finance, on term-structure modelling, and on statistical aspects of financial modelling. It is aimed at graduate students and researchers interested in mathematical finance, as well as practitioners wishing to learn about the latest developments.
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