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Contemporary Quantitative Finance

Essays in Honour of Eckhard Platen

Language EnglishEnglish
Book Hardback
Book Contemporary Quantitative Finance Carl Chiarella
Libristo code: 01650252
Publishers Springer-Verlag Berlin and Heidelberg GmbH & Co. KG, December 2009
The contributors to this volume write a series of articles outlining contemporary advances in a numb... Full description
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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.

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About the book

Full name Contemporary Quantitative Finance
Author Carl Chiarella, Alexander Novikov
Language English
Binding Book - Hardback
Date of issue 2009
Number of pages 423
EAN 9783642034787
ISBN 3642034780
Libristo code 01650252
Publishers Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
Weight 1730
Dimensions 155 x 235 x 33

Categories

Mathematics & Science > Mathematics > Calculus & mathematical analysis > Calculus of variations
Mathematics & Science > Mathematics > Calculus & mathematical analysis > Numerical analysis
Mathematics & Science > Mathematics > Applied mathematics > Stochastics
Mathematics & Science > Mathematics > Probability & statistics
Mathematics & Science > Mathematics > Optimization
Economics, Finance, Business & Management > Finance & accounting
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