Large Deviations and Asymptotic Methods in Finance

• Corporate Author: SpringerLink (Online service)
• Other Authors: Friz, Peter K. (Editor), Gatheral, Jim (Editor), Gulisashvili, Archil (Editor), Jacquier, Antoine (Editor), Teichmann, Josef (Editor)
• Format: Electronic eBook
• Language: English
• Published: Cham : Springer International Publishing : Imprint: Springer, 2015.
• Series: Springer Proceedings in Mathematics & Statistics, 110
• Subjects: Mathematics.; Approximation theory.; Economics, Mathematical.; Differential geometry.; Probabilities.; Quantitative Finance.; Probability Theory and Stochastic Processes.; Approximations and Expansions.; Differential Geometry.

Topics covered in this volume (large deviations, differential geometry, asymptotic expansions, central limit theorems) give a full picture of the current advances in the application of asymptotic methods in mathematical finance, and thereby provide rigorous solutions to important mathematical and fi...