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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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Détails bibliographiques
Cote:Libro Electrónico
Autres auteurs: Albrecher, Hansjörg, Runggaldier, W. J. (Wolfgang J.), Schachermayer, Walter
Format: Électronique eBook
Langue:Inglés
Publié: Berlin ; New York : W. de Gruyter, ©2009.
Collection:Radon series on computational and applied mathematics ; 8.
Sujets:
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
Accès en ligne:Texto completo
Description
Résumé: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.
Description matérielle:1 online resource (vi, 453 pages) : illustrations
Bibliographie:Includes bibliographical references.
ISBN:9783110213140
3110213141

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