応用金融モデリング Advanced Financial Modelling (Radon Series on Computational and Applied Mathematics) 〈Vol. 8〉

Albrecher, Hansjörg (EDT)/ Runggaldier, Wolfgang J. (EDT)

de Gruyter（2009/11発売）

• 製本 Hardcover:ハードカバー版／ページ数 400 p.
• 商品コード 9783110213133

基本説明

A collection of state-of-the-art surveys on various topics in mathematical finance, with an emphasis on recent modelling and computational approaches.

Full Description

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.