Advanced Financial Modelling

Author:   Hansjörg Albrecher ,  Wolfgang J. Runggaldier ,  Walter Schachermayer
Publisher:   De Gruyter
Volume:   8
ISBN:  

9783110213133


Pages:   461
Publication Date:   16 October 2009
Recommended Age:   College Graduate Student
Format:   Hardback
Availability:   Available To Order   Availability explained
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Advanced Financial Modelling


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Overview

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 'Special Semester on Stochastics with Emphasis on Finance' 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.

Full Product Details

Author:   Hansjörg Albrecher ,  Wolfgang J. Runggaldier ,  Walter Schachermayer
Publisher:   De Gruyter
Imprint:   De Gruyter
Volume:   8
Weight:   0.892kg
ISBN:  

9783110213133


ISBN 10:   3110213133
Pages:   461
Publication Date:   16 October 2009
Recommended Age:   College Graduate Student
Audience:   Professional and scholarly ,  Professional and scholarly ,  Professional & Vocational ,  Professional & Vocational
Format:   Hardback
Publisher's Status:   Active
Availability:   Available To Order   Availability explained
We have confirmation that this item is in stock with the supplier. It will be ordered in for you and dispatched immediately.

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Hansjörg Albrecher, Austrian Academy of Sciences, Linz, Austria; Wolfgang J. Runggaldier, Università degli Studi di Padova, Italy; Walter Schachermayer, University of Technology, Vienna, Austria.

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