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Advanced Mathematical Methods for Finance by Julia Di Nunno, Bernt Øksendal

Advanced Mathematical Methods for Finance

by Julia Di Nunno , Bernt Øksendal
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Book cover type: Hardcover
  • ISBN13: 9783642184116
  • Binding: Hardcover
  • Subject: N/A
  • Publisher: Springer
  • Publisher Imprint: Springer
  • Publication Date:
  • Pages: 536
  • Original Price: USD 109.99
  • Language: English
  • Edition: 2011
  • Item Weight: 726 grams
  • BISAC Subject(s): Finance / General

This book presents innovations in the mathematical foundations of financial analysis and numerical methods for finance and applications to the modeling of risk.

Giulia Di Nunno and Bernt Øksendal are professors at the University of Oslo. Their work in stochastic analysis, control, and mathematical finance is internationally highly appreciated. They have been chairing the leadership of the large European ESF funded networking program AMaMeF in financial mathematics.

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