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Advanced Modelling in Mathematical Finance

Softcover - 9783319833903
192,59 €
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Hardcover - 9783319458731
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Weitere Formate

Hardcover - 9783319458731
192,59 €

Beschreibung

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.

In Honour of Ernst Eberlein

In Honour of Ernst Eberlein

Details

Verlag Springer International Publishing
Ersterscheinung 29. April 2018
Maße 23.5 cm x 15.5 cm
Gewicht 779 Gramm
Format Softcover
ISBN-13 9783319833903
Auflage Softcover reprint of the original 1st ed. 2016
Seiten 496

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