Advanced financial modelling
著者
書誌事項
Advanced financial modelling
（Radon series on computational and applied mathematics / managing editor Heinz W. Engl ; editors Hansjörg Albrecher ... [et al.], 8）
Walter De Gruyter, c2009
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注記
Includes bibliographical references
内容説明・目次
内容説明
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.
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