ENGLISH

Contemporary Quantitative Finance: Essays in Honour of Eckhard Platen

By Carl Chiarella , Daniel Fernholz , Ioannis Karatzas (auth.) , Alexander Novikov (eds.)

Book information

Publisher
Springer-Verlag Berlin Heidelberg
Year
2010
ISBN
3642034780, 9783642034787
DOI
10.1007/978-3-642-03479-4
Language
english
Format
PDF
Filesize
6 MB (6303386 bytes)
Edition
1
Pages
423\421
Orientation
no
Scanned
yes
Time added
2012-03-17 06:00:00
Quantitative Finance; Calculus of Variations and O

Description

The contributors to this volume write a series of articles outlining contemporary advances in a number of key areas of mathematical finance such as, optimal control theory applied to finance, interest rate models, credit risk and credit derivatives, use of alternative stochastic processes, numerical solution of equations of mathematical finance, estimation of stochastic processes in finance. The list of authors includes many of the researchers who have made the major contributions to these various areas of mathematical finance. This volume addresses both researchers and professionals in financial institutions, as well as regulators working in the above mentioned fields.

Similar books