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Advances in Mathematical Finance (Hardcover, 2007 ed.) Loot Price: R3,087
Discovery Miles 30 870
Advances in Mathematical Finance (Hardcover, 2007 ed.): Michael C. Fu, Robert A. Jarrow, Ju-Yi Yen, Robert J Elliott

Advances in Mathematical Finance (Hardcover, 2007 ed.)

Michael C. Fu, Robert A. Jarrow, Ju-Yi Yen, Robert J Elliott

Series: Applied and Numerical Harmonic Analysis

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Loot Price R3,087 Discovery Miles 30 870 | Repayment Terms: R289 pm x 12*

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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 * L?vy process driven fixed-income and credit-risk models, including CDO pricing * Numerical PDE and Monte Carlo methods * Asset pricing and derivatives valuation and hedging * It? formulas for fractional Brownian motion * Martingale characterization of asset price bubbles * Utility valuation for credit derivatives and portfolio management Advances in Mathematical Finance is a valuable resource for graduate students, researchers, and practitioners in mathematical finance and financial engineering. Contributors: H. Albrecher, D. C. Brody, P. Carr, E. Eberlein, R. J. Elliott, M. C. Fu, H. Geman, M. Heidari, A. Hirsa, L. P. Hughston, R. A. Jarrow, X. Jin, W. Kluge, S. A. Ladoucette, A. Macrina, D. B. Madan, F. Milne, M. Musiela, P. Protter, W. Schoutens, E. Seneta, K. Shimbo, R. Sircar, J. van der Hoek, M.Yor, T. Zariphopoulou

General

Imprint: Birkhauser Boston
Country of origin: United States
Series: Applied and Numerical Harmonic Analysis
Release date: July 2007
First published: 2007
Editors: Michael C. Fu • Robert A. Jarrow • Ju-Yi Yen • Robert J Elliott
Dimensions: 235 x 156 x 23mm (L x W x T)
Format: Hardcover
Pages: 336
Edition: 2007 ed.
ISBN-13: 978-0-8176-4544-1
Categories: Books > Business & Economics > Finance & accounting > Finance > General
Books > Money & Finance > General
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LSN: 0-8176-4544-6
Barcode: 9780817645441

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