Advanced Financial Modelling
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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 â??Special Semester on Stochastics with Emphasis on Financeâ?? 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.…mehr

Produktbeschreibung
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 â??Special Semester on Stochastics with Emphasis on Financeâ?? 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.
  • Produktdetails
  • Radon Series on Computational and Applied Mathematics 8
  • Verlag: De Gruyter; De Gruyter
  • Erscheinungstermin: 16. Oktober 2009
  • Englisch
  • Abmessung: 246mm x 175mm x 30mm
  • Gewicht: 894g
  • ISBN-13: 9783110213133
  • ISBN-10: 3110213133
  • Artikelnr.: 27255134
Autorenporträt
Hansjörg Albrecher, Austrian Academy of Sciences, Linz, Austria; Wolfgang J. Runggaldier, Università degli Studi di Padova, Italy; Walter Schachermayer, University of Technology, Vienna, Austria.