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Book Synopsis
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.

Advanced Financial Modelling

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    A Hardback by Hansjorg Albrecher, Wolfgang J. Runggaldier, Walter Schachermayer

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      Publisher: De Gruyter
      Publication Date: Publication Date: 16/10/2009
      ISBN13: 9783110213133, 978-3110213133
      ISBN10:

      Description

      Book Synopsis
      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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