Advanced Modelling in Mathematical Finance

Name: Advanced Modelling in Mathematical Finance
Brand: Springer International Publishing AG
SKU: 9783319458731
Price: 4111 CZK
Availability: InStock

In Honour of Ernst Eberlein

Autor: Jan Kallsen, Antonis Papapantoleon

Jazyk:

Vazba: Pevná

Vydavatel: Springer International Publishing AG

Dostupnost: Skladem u dodavatele

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4 111 Kč

This Festschrift resulted from a workshop on "Advanced Modelling in Mathematical Finance" held in ho...

Informace o knize

Autor

Jan Kallsen, Antonis Papapantoleon

Jazyk

Angličtina

Vazba

Kniha - Pevná

Vydáno

2016

Stránek

496

EAN

9783319458731

ISBN

3319458736

Enbook ID

13659352

Vydavatel

Springer International Publishing AG

Hmotnost

8985

Rozměry

155 x 235 x 35

Kompletní popis

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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Advanced Modelling in Mathematical Finance

In Honour of Ernst Eberlein

Informace o knize

Kompletní popis

Mohlo by vás zajímat

Zákaznicí kteří koupili tuto knihu koupili také