Advanced financial modelling
By: edited by Hansjörg Albrecher, Wolfgang J. Runggaldier, Walter Schachermayer
Series: Radon series on computational and applied mathematics -- 8
Publisher: Walter de Gruyter
Published: 2009
Place of publication: Berlin; New York
Language: eng
Number of pages: 453
ISBN-13: 9783110213133
Subjects: Finance; Mathematical models; Options (Finance); Financial engineering; Mathematics; Mathematical optimization; Insurance; Stochastic differential equations
Notes: Includes bibliographical references.