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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.

Book details

Book category Books in English Mathematics & science Mathematics Applied mathematics

• Full title: Advanced Financial Modelling
• Author: Hansjörg Albrecher, Wolfgang J. Runggaldier, Walter Schachermayer
• Language: English
• Binding: Hardback
• Number of pages: 461
• EAN: 9783110213133
• ISBN: 3110213133
• ID: 02919845
• Publisher: De Gruyter
• Weight: 892 g
• Dimensions: 240 × 170 × 31 mm
• Date of publishing: 16. October 2009

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