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Advanced Modelling in Mathematical Finance - In Honour of Ernst Eberlein (Hardcover, 1st ed. 2016) Loot Price: R5,924
Discovery Miles 59 240
Advanced Modelling in Mathematical Finance - In Honour of Ernst Eberlein (Hardcover, 1st ed. 2016): Jan Kallsen, Antonis...

Advanced Modelling in Mathematical Finance - In Honour of Ernst Eberlein (Hardcover, 1st ed. 2016)

Jan Kallsen, Antonis Papapantoleon

Series: Springer Proceedings in Mathematics & Statistics, 189

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Loot Price R5,924 Discovery Miles 59 240 | Repayment Terms: R555 pm x 12*

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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.

General

Imprint: Springer International Publishing AG
Country of origin: Switzerland
Series: Springer Proceedings in Mathematics & Statistics, 189
Release date: December 2016
First published: 2016
Editors: Jan Kallsen • Antonis Papapantoleon
Dimensions: 235 x 155 x 29mm (L x W x T)
Format: Hardcover
Pages: 496
Edition: 1st ed. 2016
ISBN-13: 978-3-319-45873-1
Categories: Books > Science & Mathematics > Mathematics > Probability & statistics
Books > Business & Economics > Finance & accounting > Finance > General
Books > Science & Mathematics > Mathematics > Applied mathematics > Mathematical modelling
Books > Money & Finance > General
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LSN: 3-319-45873-6
Barcode: 9783319458731

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