Advanced Financial Modelling by Walter Schachermayer

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Advanced Financial Modelling by Walter Schachermayer

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.

Hansjörg Albrecher, Austrian Academy of Sciences, Linz, Austria; Wolfgang J. Runggaldier, Università degli Studi di Padova, Italy; Walter Schachermayer, University of Technology, Vienna, Austria.

SKU Unavailable
ISBN 13 9783110213133
ISBN 10 3110213133
Title Advanced Financial Modelling
Author Wolfgang Runggaldier
Series Radon Series On Computational And Applied Mathematics Ser
Condition Unavailable
Binding Type Hardback
Publisher De Gruyter
Year published 2009-10-16
Number of pages 461
Cover note Book picture is for illustrative purposes only, actual binding, cover or edition may vary.