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Advanced Modelling in Mathematical Finance - In Honour of Ernst Eberlein (Paperback, Softcover reprint of the original 1st ed. 2016)
Loot Price: R6,866
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Advanced Modelling in Mathematical Finance - In Honour of Ernst Eberlein (Paperback, Softcover reprint of the original 1st ed. 2016)
Series: Springer Proceedings in Mathematics & Statistics, 189
Expected to ship within 10 - 15 working days
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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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