Large Deviations and Asymptotic Methods in Finance

Topics covered in this volume (large deviations, differential geometry, asymptotic expansions, central limit theorems) give a full picture of the current advances in the application of asymptotic methods in mathematical finance, and thereby provide rigorous solutions to important mathematical and fi...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor Corporativo: SpringerLink (Online service)
Otros Autores: Friz, Peter K. (Editor ), Gatheral, Jim (Editor ), Gulisashvili, Archil (Editor ), Jacquier, Antoine (Editor ), Teichmann, Josef (Editor )
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Cham : Springer International Publishing : Imprint: Springer, 2015.
Edición:1st ed. 2015.
Colección:Springer Proceedings in Mathematics & Statistics, 110
Temas:
Social sciences-Mathematics.
Probabilities.
Approximation theory.
Geometry, Differential.
Mathematics in Business, Economics and Finance.
Probability Theory.
Approximations and Expansions.
Differential Geometry.
Acceso en línea:Texto Completo

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