eBook, PDF

Advances in Finance and Stochastics (eBook, PDF)

Essays in Honour of Dieter Sondermann

Redaktion: Sandmann, Klaus; Schönbucher, Philip J.

Beschreibung

In many areas of finance and stochastics, significant advances have been made since this field of research was opened by Black, Scholes and Merton in 1973. This volume contains a collection of original articles by a number of highly distinguished authors, on research topics that are currently in the focus of interest of both academics and practitioners.

Technische Details

• Geräte: PC
• ohne Kopierschutz
• Größe: 27.47MB

Barrierefreiheit

• Text-to-Speech

Autor

Philipp J. Schönbucher is Assistant Professor for Risk Management in the Mathematics Department at ETH Zurich. He has been an active researcher in the areas of credit risk modelling and credit derivatives pricing for the past seven years. His contributions include models for the term structure of credit spreads and the dynamic copula-approach for portfolio credit risk. Through his activities in training and consulting on credit derivatives he has gained valuable insights into the usability, strengths and weaknesses of the different credit derivatives pricing models in a practical context.
Dr. Schönbucher holds a M.Sc. in mathematics from Oxford University, and diploma and a Ph.D in economics from Bonn University.

Produktdetails

• Verlag: Springer Berlin Heidelberg
• Seitenzahl: 312
• Erscheinungstermin: 18. April 2013
• Englisch
• ISBN-13: 9783662047903
• Artikelnr.: 53088186

Rezensionen

From the reviews:

"This book marks the 65th birthday of Dieter Sondermann, the founding editor of the journal Finance and Stochastics. ... There is a great variety of papers contained in this book and all at a high level. Certainly there is something for everyone interested in financial mathematics here, ranging from theoretical through to applied works and covering most of the branches in the field. ... This is an excellent collection which I will enjoy making use of in the years to come." (Andrew Cairns, ASTIN Bulletin, Vol. 32 (2), 2002)