Contemporary quantitative Finance : essays in honour of Eckhard Platen

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...

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Detalles Bibliográficos
Outros autores: Chiarella, Carl (Directeur de la publication), Novikov, Alexander (Directeur de la publication)
Formato: Livre numérique
Idioma:Anglais
Publicado: Berlin, Heidelberg : Springer Berlin Heidelberg 2010.
Cham : Springer Nature
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Edition sous un autre format:• Contemporary Quantitative Finance, Texte imprimé, 9783642034862
• Contemporary Quantitative Finance, Texte imprimé, 9783642438585
• Contemporary quantitative finance, essays in honour of Eckhard Platen, Carl Chiarelli, Alexander Nokilov Editors, Heidelberg, Springer, 2010, 1 vol. (X-423 p.), 978-3-642-03478-7
Descripción
Résumé: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.
descrición da copia:Archives Springer e-books (Licence nationale)
Archives Springer e-books (Licence nationale)
ISBN:9783642034794
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