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Advanced modelling in mathematical f...

Kallsen, Jan.

Advanced modelling in mathematical finance[electronic resource] :in honour of Ernst Eberlein /

紀錄類型:	書目-語言資料,印刷品 : Monograph/item
杜威分類號:	650.0151
書名/作者:	Advanced modelling in mathematical finance : in honour of Ernst Eberlein // edited by Jan Kallsen, Antonis Papapantoleon.
其他作者:	Kallsen, Jan.
出版者:	Cham : : Springer International Publishing :, 2016.
面頁冊數:	xxiv, 496 p. : : ill., digital ;; 24 cm.
Contained By:	Springer eBooks
標題:	Business mathematics.
標題:	Mathematics.
標題:	Quantitative Finance.
標題:	Probability Theory and Stochastic Processes.
ISBN:	9783319458755
ISBN:	9783319458731
摘要、提要註:	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.
電子資源:	http://dx.doi.org/10.1007/978-3-319-45875-5

Advanced modelling in mathematical finance[electronic resource] :in honour of Ernst Eberlein /
Advanced modelling in mathematical financein honour of Ernst Eberlein /[electronic resource] :edited by Jan Kallsen, Antonis Papapantoleon. - Cham :Springer International Publishing :2016. - xxiv, 496 p. :ill., digital ;24 cm. - Springer proceedings in mathematics & statistics,v.1892194-1009 ;. - Springer proceedings in mathematics & statistics ;v.70..

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.

ISBN: 9783319458755

Standard No.: 10.1007/978-3-319-45875-5doiSubjects--Topical Terms:

172382
Business mathematics.

LC Class. No.: HF5691

Dewey Class. No.: 650.0151

Advanced modelling in mathematical finance[electronic resource] :in honour of Ernst Eberlein /
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