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Advanced financial modelling / edited by Hansjörg Albrecher, Wolfgang J. Runggaldier, Walter Schachermayer
Published
Berlin ; New York : Walter de Gruyter, [2009]
Copyright Date
©2009
Physical Description
vi, 453 pages : illustrations ; 25 cm.
Additional Creators
Albrecher, Hansjörg
,
Runggaldier, W. J. (Wolfgang J.)
, and
Schachermayer, Walter
Full Text available online
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Series
Radon series on computational and applied mathematics ; 8.
Subject(s)
Finance
—
Mathematical models
Options (Finance)
—
Mathematical models
Insurance
—
Mathematics
Stochastic differential equations
Mathematical optimization
Financial engineering
ISBN
3110213133
9783110213133
Bibliography Note
Includes bibliographical references.
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| catkey: 5890657