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This self-contained volume brings together a collection of chapters by some of the most distinguished researchers and practitioners in the fields of mathematical finance and financial engineering. Presenting state-of-the-art developments in theory and practice, the Festschrift is dedicated to Dilip B. Madan on the occasion of his 60th birthday.Specific topics covered include:_ Theory and application of the Variance-Gamma process_ Lévy process driven fixed-income and credit-risk models, including CDO pricing_ Numerical PDE and Monte Carlo methods_ Asset pricing and derivatives valuation and he...