Contemporary Quantitative Finance Essays in Honour of Eckhard Platen /

• Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
• Άλλοι συγγραφείς: Chiarella, Carl (Επιμελητής έκδοσης), Novikov, Alexander (Επιμελητής έκδοσης)
• Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
• Γλώσσα: English
• Έκδοση: Berlin, Heidelberg : Springer Berlin Heidelberg, 2010.
• Θέματα: Mathematics.; Economics, Mathematical.; Numerical analysis.; Calculus of variations.; Probabilities.; Statistics.; Quantitative Finance.; Calculus of Variations and Optimal Control; Optimization.; Probability Theory and Stochastic Processes.; Statistics for Business/Economics/Mathematical Finance/Insurance.; Numerical Analysis.

The contributors to this volume write a series of articles outlining contemporary advances in a number of key areas of mathematical finance such as, optimal control theory applied to finance, interest rate models, credit risk and credit derivatives, use of alternative stochastic processes, numerical...