Advanced Mathematical Methods for Finance formatIsbn:Hardcover - 9783642184116 zwei internationalen)

zwei internationalen)

Nur wer von den ihm auferlegten Regeln

noninvasive analytical techniques

Der erste Teil beschäftigt sich mit der Theorie

September 26-29

Advanced Mathematical Methods for Finance formatIsbn:Hardcover - 9783642184116 zwei internationalen)This book presents innovations in the mathematical foundations of financial analysis and numerical methods for finance and applications to the modeling of risk. The topics selected include measures of risk, credit contagion, insider trading, information in finance, stochastic control and its applications to portfolio choices and liquidation, models of liquidity, pricing, and hedging. The models presented are based on the use of Brownian motion, Lvy