Advanced financial modelling /

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Bibliographic Details
Imprint:Berlin ; New York : W. de Gruyter, ©2009.
Description:1 online resource (vi, 453 pages) : illustrations
Language:English
Series:Radon series on computational and applied mathematics ; 8
Radon series on computational and applied mathematics ; 8.
Subject:
Format: E-Resource Book
URL for this record:http://pi.lib.uchicago.edu/1001/cat/bib/11208045
Hidden Bibliographic Details
Varying Form of Title:Advanced financial modeling
Other authors / contributors:Albrecher, Hansjörg.
Runggaldier, W. J. (Wolfgang J.)
Schachermayer, Walter.
ISBN:9783110213140
3110213141
3110213133
9783110213133
Digital file characteristics:data file
Notes:Includes bibliographical references.
Print version record.
Summary:Annotation 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 a ~Special Semester on Stochastics with Emphasis on Financea (TM) 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.
Other form:Print version: Advanced financial modelling. Berlin ; New York : Walter de Gruyter, ©2009 9783110213133
Description
Summary: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.
Physical Description:1 online resource (vi, 453 pages) : illustrations
Bibliography:Includes bibliographical references.
ISBN:9783110213140
3110213141
3110213133
9783110213133