Advanced financial modelling

著者

書誌事項

Advanced financial modelling

edited by Hansjöerg Albrecher, Wolfgang J. Runggaldier, Walter Schachermayer

（Radon series on computational and applied mathematics / managing editor Heinz W. Engl ; editors Hansjörg Albrecher ... [et al.], 8）

Walter De Gruyter, c2009

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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詳細情報

• NII書誌ID(NCID): BB00030308
• ISBN:
  • 9783110213133
• 出版国コード: gw
• タイトル言語コード: eng
• 本文言語コード: eng
• 出版地: Berlin
• ページ数/冊数: viii, 453 p.
• 大きさ: 25 cm
• 親書誌ID:
  • BA83637224