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Advanced Modelling in Mathematical Finance : In Honour of Ernst Eberlein. 数理ファイナンスにおける上級モデリング －E.Eberlein記念論集－
・ISBN 978-3-319-45873-1 hard EUR 169.99
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| 著者・編者 | Kallsen, Jan / Papapantoleon, A. (eds.), |
|---|---|
| シリーズ | Springer Proceedings in Mathematics and Statistics |
| 出版社 | (Springer, GW) |
| 出版年月 | 2016 |
| ページ数 | 496 pp. |
| 言語 | ENG |
| ニュース番号 | ＜636-523 636-P846＞ |
解説
This Festschrift resulted from a workshop on "Advanced Modelling in Mathematical Finance" held in honour of Ernst Eberlein's 70th birthday, from 20 to 22 May 2015 in Kiel, Germany. It includes contributions by several invited speakers at the workshop, including several of Ernst Eberlein's long-standing collaborators and former students.
Advanced mathematical techniques play an ever-increasing role in modern quantitative finance. Written by leading experts from academia and financial practice, this book offers state-of-the-art papers on the application of jump processes in mathematical finance, on term-structure modelling, and on statistical aspects of financial modelling. It is aimed at graduate students and researchers interested in mathematical finance, as well as practitioners wishing to learn about the latest developments.