Advanced Modelling in Mathematical Finance

Download or Read eBook Advanced Modelling in Mathematical Finance PDF written by Jan Kallsen and published by Springer. This book was released on 2016-12-01 with total page 508 pages. Available in PDF, EPUB and Kindle.
Advanced Modelling in Mathematical Finance
Author :
Publisher : Springer
Total Pages : 508
Release :
ISBN-10 : 9783319458755
ISBN-13 : 3319458752
Rating : 4/5 (55 Downloads)

Book Synopsis Advanced Modelling in Mathematical Finance by : Jan Kallsen

Book excerpt: This Festschrift resulted from a workshop on “Advanced Modelling in Mathematical Finance” held in honour of Ernst Eberlein’s 70th birthday, from 20 to 22 May 2015 in Kiel, Germany. It includes contributions by several invited speakers at the workshop, including several of Ernst Eberlein’s long-standing collaborators and former students. Advanced mathematical techniques play an ever-increasing role in modern quantitative finance. Written by leading experts from academia and financial practice, this book offers state-of-the-art papers on the application of jump processes in mathematical finance, on term-structure modelling, and on statistical aspects of financial modelling. It is aimed at graduate students and researchers interested in mathematical finance, as well as practitioners wishing to learn about the latest developments.


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