Advanced Financial Modelling (Radon Series on Computational and Applied Mathematics) [Hardcover]Hansjörg Albrecher (Author), Hansjorg Albrecher (Editor), Wolfgang J. Runggaldier (Editor), Walter Schachermayer (Editor)





Product DescriptionThis book is a collection of state-of-the-art surveys on various topics in mathematical finance, with an emphasis on recent modelling and computational approaches. The volume is related to a 'Special Semester on Stochastics with Emphasis on Finance' that took place from September to December 2008 at the Johann Radon Institute for Computational and Applied Mathematics of the Austrian Academy of Sciences in Linz, Austria.

About the AuthorHansjorg Albrecher, Austrian Academy of Sciences, Linz, Austria; Wolfgang J. Runggaldier, Universita degli Studi di Padova, Italy; Walter Schachermayer, University of Technology, Vienna, Austria.

Product Details Hardcover: 453 pages Publisher: De Gruyter; 1 edition (October 16, 2009) Language: English ISBN-10: 3110213133 ISBN-13: 978-3110213133