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Advances in Finance and Stochastics

Essays in Honour of Dieter Sondermann

Language EnglishEnglish
Book Hardback
Book Advances in Finance and Stochastics Klaus Sandmann
Libristo code: 01564223
Publishers Springer-Verlag Berlin and Heidelberg GmbH & Co. KG, April 2002
In many areas of finance and stochastics, significant advances have been made since this field of re... Full description
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In many areas of finance and stochastics, significant advances have been made since this field of research was opened by Black, Scholes and Merton in 1973. Advances in Finance and Stochastics contains a collection of original articles by a number of highly distinguished authors on research topics that are currently in the focus of interest of both academics and practitioners. The topics span risk management, portfolio theory and multi-asset derivatives, market imperfections, interest-rate modelling and exotic options.

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About the book

Full name Advances in Finance and Stochastics
Author Klaus Sandmann, Philipp J. Schönbucher
Language English
Binding Book - Hardback
Date of issue 2002
Number of pages 312
EAN 9783540434641
ISBN 354043464X
Libristo code 01564223
Publishers Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
Weight 670
Dimensions 241 x 167 x 26

Categories

Economics, Finance, Business & Management > Finance & accounting > Finance > Public finance & taxation
Mathematics & Science > Mathematics > Applied mathematics > Stochastics
Mathematics & Science > Mathematics > Probability & statistics
Economics, Finance, Business & Management > Economics
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