Advanced Financial Modelling

Hansjörg Albrecher · Wolfgang J. Runggaldier · Walter Schachermayer

ธ.ค. 2009 · Radon Series on Computational and Applied Mathematics หนังสือเล่มที่ 8 · Walter de Gruyter

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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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Hansjörg Albrecher, Austrian Academy of Sciences, Linz, Austria; Wolfgang J. Runggaldier, Università degli Studi di Padova, Italy; Walter Schachermayer, University of Technology, Vienna, Austria.