The Leading eBooks Store Online 4,272,009 members ⚫ 1,419,367 ebooks

New to eBooks.com?

Learn more

Advanced Modelling in Mathematical Finance

In Honour of Ernst Eberlein

Advanced Modelling in Mathematical Finance by Jan Kallsen
Buy this eBook
US$ 189.00
(If any tax is payable it will be calculated and shown at checkout.)

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.

Springer International Publishing; December 2016
508 pages; ISBN 9783319458755
Read online, or download in secure PDF format
Title: Advanced Modelling in Mathematical Finance
Author: Jan Kallsen; Antonis Papapantoleon
 
  • News
  • Contents
No entry found