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Advanced Financial Modelling by Hansjörg Albrecher, Wolfgang J. Runggaldier, Walter Schachermayer

Advanced Financial Modelling

by Hansjörg Albrecher , Wolfgang J. Runggaldier , Walter Schachermayer
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Book cover type: Hardcover
  • ISBN13: 9783110213133
  • Binding: Hardcover
  • Subject: N/A
  • Publisher: de Gruyter
  • Publisher Imprint: de Gruyter
  • Publication Date:
  • Pages: 461
  • Original Price: GBP 173.5
  • Language: English
  • Edition: N/A
  • Item Weight: 935 grams
  • BISAC Subject(s): Probability & Statistics / General

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.

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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