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Advanced modelling in mathematical f...

Kallsen, Jan.

Advanced modelling in mathematical financein honour of Ernst Eberlein /

Record Type:	Electronic resources : Monograph/item
Title/Author:	Advanced modelling in mathematical financeedited by Jan Kallsen, Antonis Papapantoleon.
Reminder of title:	in honour of Ernst Eberlein /
other author:	Kallsen, Jan.
Published:	Cham :Springer International Publishing :2016.
Description:	xxiv, 496 p. :ill., digital ;24 cm.
Contained By:	Springer eBooks
Subject:	Business mathematics.
Online resource:	http://dx.doi.org/10.1007/978-3-319-45875-5
ISBN:	9783319458755$q(electronic bk.)

Advanced modelling in mathematical financein 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.19..

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$q(electronic bk.)

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

191036
Business mathematics.

LC Class. No.: HF5691

Dewey Class. No.: 650.0151

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