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Annotation This book is a collection of state-of-the-art surveys on various topics in mathematical finance, with an emphasis on recent modelling and computational approaches. The volume is related to a a ~Special Semester on Stochastics with Emphasis on Financea (TM) that took place from September t...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Otros Autores: Albrecher, Hansjörg, Runggaldier, W. J. (Wolfgang J.), Schachermayer, Walter
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Berlin ; New York : W. de Gruyter, ©2009.
Colección:Radon series on computational and applied mathematics ; 8.
Temas:
Finance > Mathematical models.
Options (Finance) > Mathematical models.
Insurance > Mathematics.
Stochastic differential equations.
Mathematical optimization.
Financial engineering.
Finances > Modèles mathématiques.
Options (Finances) > Modèles mathématiques.
Assurance > Mathématiques.
Équations différentielles stochastiques.
Optimisation mathématique.
Ingénierie financière.
MATHEMATICS > Probability & Statistics > General.
Stochastische Differentialgleichung
Optimierung
Finanzmathematik
Acceso en línea:Texto completo
Descripción
Sumario:Annotation This book is a collection of state-of-the-art surveys on various topics in mathematical finance, with an emphasis on recent modelling and computational approaches. The volume is related to a a ~Special Semester on Stochastics with Emphasis on Financea (TM) that took place from September to December 2008 at the Johann Radon Institute for Computational and Applied Mathematics of the Austrian Academy of Sciences in Linz, Austria.
Descripción Física:1 online resource (vi, 453 pages) : illustrations
Bibliografía:Includes bibliographical references.
ISBN:9783110213140
3110213141

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