大葉大學圖書館 |

言語: 日文

Advanced modelling in mathematical f...

Kallsen, Jan.

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

レコード種別:	言語・文字資料 (印刷物) : 単行資料
[NT 15000414] null:	650.0151
タイトル / 著者:	Advanced modelling in mathematical finance : in honour of Ernst Eberlein // edited by Jan Kallsen, Antonis Papapantoleon.
その他の著者:	Kallsen, Jan.
出版された:	Cham : : Springer International Publishing :, 2016.
記述:	xxiv, 496 p. : : ill., digital ;; 24 cm.
含まれています:	Springer eBooks
主題:	Business mathematics.
主題:	Mathematics.
主題:	Quantitative Finance.
主題:	Probability Theory and Stochastic Processes.
国際標準図書番号 (ISBN) :	9783319458755
国際標準図書番号 (ISBN) :	9783319458731
[NT 15000229] null:	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 /
LDR:01923nam a2200325 a 4500 001 477110
003 DE-He213
005 20161201114242.0
006 m d
007 cr nn 008maaau
008 181208s2016 gw s 0 eng d
020 $a 9783319458755 $q (electronic bk.)
020 $a 9783319458731 $q (paper)
024 7 $a 10.1007/978-3-319-45875-5 $2 doi
035 $a 978-3-319-45875-5
040 $a GP $c GP
041 0 $a eng
050 4 $a HF5691
072 7 $a KF $2 bicssc
072 7 $a MAT003000 $2 bisacsh
072 7 $a BUS027000 $2 bisacsh
082 0 4 $a 650.0151 $2 23
090 $a HF5691 $b .A244 2016
245 0 0 $a Advanced modelling in mathematical finance $h [electronic resource] : $b in honour of Ernst Eberlein / $c edited by Jan Kallsen, Antonis Papapantoleon.
260 $a Cham : $b Springer International Publishing : $b Imprint: Springer, $c 2016.
300 $a xxiv, 496 p. : $b ill., digital ; $c 24 cm.
490 1 $a Springer proceedings in mathematics & statistics, $x 2194-1009 ; $v v.189
520 $a 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.
650 0 $a Business mathematics. $3 172382
650 1 4 $a Mathematics. $3 172349
650 2 4 $a Quantitative Finance. $3 464461
650 2 4 $a Probability Theory and Stochastic Processes. $3 463894
700 1 $a Kallsen, Jan. $3 688385
700 1 $a Papapantoleon, Antonis. $3 688386
710 2 $a SpringerLink (Online service) $3 463450
773 0 $t Springer eBooks
830 0 $a Springer proceedings in mathematics & statistics ; $v v.70. $3 589270
856 4 0 $u http://dx.doi.org/10.1007/978-3-319-45875-5
950 $a Mathematics and Statistics (Springer-11649)

～に基づいて 0 論評

マルチメディア (複合媒体資料)

マルチメディアファイル
http://dx.doi.org/10.1007/978-3-319-45875-5

論評

論評を追加あなたの考えを共有してください。

Export

受取館