Kód: 01399415
This self-contained volume brings together a collection of chapters by some of the most distinguished researchers and practitioners in the field of mathematical finance and financial engineering. Presenting state-of-the-art develo ... celý popis
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This self-contained volume brings together a collection of chapters by some of the most distinguished researchers and practitioners in the field of mathematical finance and financial engineering. Presenting state-of-the-art developments in theory and practice, the work is a valuable resource for graduate students, researchers, and practitioners in mathematical finance and financial engineering. §Contributors: H. Albrecher, D.C. Brody, P. Carr, E. Eberlein, R.J. Elliott, M.C. Fu, H. Geman, M. Heidari, A. Hirsa, L.P. Hughston, R.A. Jarrow, X. Jin, W. Kluge, S.A. Ladoucette, A. Macrina, D.B. Madan, F. Milne, M. Musiela, P. Protter, W. Schoutens, E. Seneta, K. Shimbo, R. Sircar, J. van der Hoek, M.Yor, T. Zariphopoulou
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