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 Stochastische Risikomodellierung und statistische Methoden by
Cover of the book Wiederholungs- und Vertiefungskurs Strafrecht by
Cover of the book Schöne Sätze der Mathematik by
Cover of the book The First Galaxies by
Cover of the book Designing Receptors for the Next Generation of Biosensors by
Cover of the book Introduction to Quality and Reliability Engineering by
Cover of the book Executive Control and the Frontal Lobe: Current Issues by
Cover of the book Produktivitätsmanagement von Dienstleistungen by
Cover of the book Molecular Mechanisms of Resistance to Agrochemicals by
Cover of the book Nanotechnology Characterization Tools for Biosensing and Medical Diagnosis by
Cover of the book Protecting Privacy in China by
Cover of the book Advances in Condition Monitoring of Machinery in Non-Stationary Operations by
Cover of the book Standards in der Medienproduktion by
Cover of the book Minimally Invasive Total Joint Arthroplasty by
Cover of the book The New Genetics: From Research into Health Care 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