Advanced Mathematical Methods for Finance

• Corporate Author: SpringerLink (Online service)
• Other Authors: Di Nunno, Giulia (Editor), Øksendal, Bernt (Editor)
• Format: Electronic eBook
• Language: English
• Published: Berlin, Heidelberg : Springer Berlin Heidelberg, 2011.
• Subjects: Mathematics.; Economics, Mathematical.; Probabilities.; Sociophysics.; Econophysics.; Statistics.; Macroeconomics.; Quantitative Finance.; Probability Theory and Stochastic Processes.; Macroeconomics/Monetary Economics//Financial Economics.; Socio- and Econophysics, Population and Evolutionary Models.; Statistics for Business/Economics/Mathematical Finance/Insurance.

This book presents innovations in the mathematical foundations of financial analysis and numerical methods for finance and applications to the modeling of risk. The topics selected include measures of risk, credit contagion, insider trading, information in finance, stochastic control and its applica...