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Advances in Finance and Stochastics

Name: Advances in Finance and Stochastics
Brand: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
SKU: 01564223
Price: 45.49 EUR
Availability: InStock
Author: Klaus Sandmann
ISBN: 9783540434641

Essays in Honour of Dieter Sondermann

Klaus Sandmann

Philipp J. Schönbucher

Lingua

Inglese

Libro Rigido

Codice Libristo: 01564223

Casa editrice Springer-Verlag Berlin and Heidelberg GmbH & Co. KG, aprile 2002

In many areas of finance and stochastics, significant advances have been made since this field of re... Descrizione completa

Codice Libristo: 01564223

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45.49 €

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In many areas of finance and stochastics, significant advances have been made since this field of research was opened by Black, Scholes and Merton in 1973. Advances in Finance and Stochastics contains a collection of original articles by a number of highly distinguished authors on research topics that are currently in the focus of interest of both academics and practitioners. The topics span risk management, portfolio theory and multi-asset derivatives, market imperfections, interest-rate modelling and exotic options.