Download Advanced Modelling in Mathematical Finance: In Honour of by Jan Kallsen,Antonis Papapantoleon PDF

By Jan Kallsen,Antonis Papapantoleon

This Festschrift resulted from a workshop on “Advanced Modelling in Mathematical Finance” held in honour of Ernst Eberlein’s seventieth birthday, from 20 to 22 may possibly 2015 in Kiel, Germany. It comprises contributions via a number of invited audio system on the workshop, together with numerous of Ernst Eberlein’s long-standing collaborators and previous students.

Advanced mathematical thoughts play an ever-increasing function in glossy quantitative finance. Written by way of best specialists from academia and fiscal perform, this ebook bargains state of the art papers at the software of bounce tactics in mathematical finance, on term-structure modelling, and on statistical points of economic modelling. it truly is geared toward graduate scholars and researchers drawn to mathematical finance, in addition to practitioners wishing to profit concerning the most modern developments.

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