Advanced Mathematical Methods for Finance

Nonfiction, Science & Nature, Mathematics, Applied, Statistics, Business & Finance
Cover of the book Advanced Mathematical Methods for Finance by , Springer Berlin Heidelberg
View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart
Author: ISBN: 9783642184123
Publisher: Springer Berlin Heidelberg Publication: March 29, 2011
Imprint: Springer Language: English
Author:
ISBN: 9783642184123
Publisher: Springer Berlin Heidelberg
Publication: March 29, 2011
Imprint: Springer
Language: English

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, Lévy processes and jump diffusions. Moreover, fractional Brownian motion and ambit processes are also introduced at various levels. The chosen blend of topics gives an overview of the frontiers of mathematics for finance. New results, new methods and new models are all introduced in different forms according to the subject. Additionally, the existing literature on the topic is reviewed. The diversity of the topics makes the book suitable for graduate students, researchers and practitioners in the areas of financial modeling and quantitative finance. The chapters will also be of interest to experts in the financial market interested in new methods and products. This volume presents the results of the European ESF research networking program Advanced Mathematical Methods for Finance.

View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart

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, Lévy processes and jump diffusions. Moreover, fractional Brownian motion and ambit processes are also introduced at various levels. The chosen blend of topics gives an overview of the frontiers of mathematics for finance. New results, new methods and new models are all introduced in different forms according to the subject. Additionally, the existing literature on the topic is reviewed. The diversity of the topics makes the book suitable for graduate students, researchers and practitioners in the areas of financial modeling and quantitative finance. The chapters will also be of interest to experts in the financial market interested in new methods and products. This volume presents the results of the European ESF research networking program Advanced Mathematical Methods for Finance.

More books from Springer Berlin Heidelberg

Cover of the book Economic Policy in a Monetary Union by
Cover of the book Clinical Acupuncture by
Cover of the book Krankheit und Recht by
Cover of the book Erlebniskommunikation by
Cover of the book Bio-inspired Asymmetric Design and Building of Biomimetic Smart Single Nanochannels by
Cover of the book Convergence of Food Security, Energy Security and Sustainable Agriculture by
Cover of the book Behavioral Neurobiology of Psychedelic Drugs by
Cover of the book RNA Technologies and Their Applications by
Cover of the book Dry Mouth by
Cover of the book The Schrödinger-Virasoro Algebra by
Cover of the book Kryptographische Systeme by
Cover of the book The Greek Economy and the Crisis by
Cover of the book Homöopathie neu gedacht by
Cover of the book Helden gesucht: Projektmanagement im Ehrenamt by
Cover of the book Frontiers in Peritoneal Dialysis by
We use our own "cookies" and third party cookies to improve services and to see statistical information. By using this website, you agree to our Privacy Policy