Advanced Financial Modelling.

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.

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Year of publication:	2009
Authors:	Albrecher, Hansjörg
Other Persons:	Runggaldier, Wolfgang J. (contributor) ; Schachermayer, Walter (contributor)
Publisher:	Berlin/Boston : De Gruyter, Inc.
Subject:	Theorie \| Theory \| Portfolio-Management \| Portfolio selection \| Wirtschaftsmodell \| Economic model \| Finanzmathematik \| Mathematical finance \| Optimierung \| Stochastische Differentialgleichung
Description of contents:	Description [zbmath.org]

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Extent:	1 online resource (464 pages)
Series:	Radon series on computational and applied mathematics ; 8 Radon Series on Computational and Applied Mathematics Ser ; v.8
Type of publication:	Book / Working Paper
Language:	English
Notes:	Description based on publisher supplied metadata and other sources.
ISBN:	978-3-11-021314-0 ; 978-3-11-021313-3
Classification:	Investition, Finanzierung ; Numerische Mathematik ; Angewandte Mathematik
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10012684936