Advances in Finance and Stochastics
Subtitle: Essays in Honour of Dieter Sondermann
Contributors: Klaus Sandmann (Editor); Philip J. Schönbucher (Editor)
Edition: 1 edition
Publisher: Springer
Published: May 28, 2002
Language: eng
Format: Hardcover
Number of pages: 312
ISBN-13: 9783540434641
Subjects: Stochastics; Mathematics; Financial Economics (General); Business & Economics; Business / Economics / Finance; Stochastic Processes; Science/Mathematics; General; Applied; Economics - General; Finance; Business & Economics / Economics / General; Business & Economics / Finance; Business & Economics : Finance; Mathematics : Applied; Probability & Statistics - General
Description: Advances have been made in many areas of finance and stochastics since the field was opened in 1973. These articles cover the research topics of academics and practitioners, spanning risk management, portfolio theory, multi-asset derivatives, market imperfections, interest-rate modelling and more.