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Advanced Financial Modelling
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Edited by:
Hansjörg Albrecher
Language:
English
Published/Copyright:
2009
About this book
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.
Author / Editor information
Hansjörg Albrecher, Austrian Academy of Sciences, Linz, Austria; Wolfgang J. Runggaldier, Università degli Studi di Padova, Italy; Walter Schachermayer, University of Technology, Vienna, Austria.
Topics
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vii |
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O. E. BARNDORFF-NIELSEN and J. SCHMIEGEL Requires Authentication Unlicensed Licensed Download PDF |
1 |
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D. BECHERER Requires Authentication Unlicensed Licensed Download PDF |
27 |
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C. BLANCHET-SCALLIET, R. GIBSON BRANDON, B. SAPORTA, D. Talay and E. Tanré Requires Authentication Unlicensed Licensed Download PDF |
53 |
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B. Bouchard, R. Elie and N. Touzi Requires Authentication Unlicensed Licensed Download PDF |
91 |
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D. Filipović and E. Mayerhofer Requires Authentication Unlicensed Licensed Download PDF |
125 |
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M. B. Giles and B. J. Waterhouse Requires Authentication Unlicensed Licensed Download PDF |
165 |
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H. Jönsson, W. Schoutens and G. Damme Requires Authentication Unlicensed Licensed Download PDF |
183 |
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B. Jourdain Requires Authentication Unlicensed Licensed Download PDF |
205 |
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S. Kindermann and H. K. Pikkarainen Requires Authentication Unlicensed Licensed Download PDF |
223 |
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C. Klüppelberg and S. Pergamenshchikov Requires Authentication Unlicensed Licensed Download PDF |
245 |
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A. Kohatsu-Higa and K. Yasuda Requires Authentication Unlicensed Licensed Download PDF |
275 |
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R. Korn and M. Schäl Requires Authentication Unlicensed Licensed Download PDF |
303 |
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R. Korn and F. Seifried Requires Authentication Unlicensed Licensed Download PDF |
327 |
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R. Kovacevic and G. Ch. Pflug Requires Authentication Unlicensed Licensed Download PDF |
347 |
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M. Monoyios Requires Authentication Unlicensed Licensed Download PDF |
371 |
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H. Pham Requires Authentication Unlicensed Licensed Download PDF |
411 |
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T. Zariphopoulou Requires Authentication Unlicensed Licensed Download PDF |
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Publishing information
Pages and Images/Illustrations in book
eBook published on:
December 15, 2009
eBook ISBN:
9783110213140
Hardcover published on:
October 16, 2009
Hardcover ISBN:
9783110213133
Pages and Images/Illustrations in book
Front matter:
8
Main content:
453
Keywords for this book
Insurance Mathematics; Finance Mathematics; Stochastic Differential Equations; Optimization; Mathematical Modelling
Audience(s) for this book
Researchers, Graduate Students of Mathematics; Academic Libraries
Safety & product resources
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Manufacturer information:
Walter de Gruyter GmbH
Genthiner Straße 13
10785 Berlin
productsafety@degruyterbrill.com
