Advanced Mathematical Methods for Finance, 2011
Coordonnateurs : Di Nunno Julia, Øksendal Bernt
Date de parution : 10-2014
Ouvrage de 536 p.
15.5x23.5 cm
Date de parution : 03-2011
Ouvrage de 536 p.
15.5x23.5 cm
Thèmes d’Advanced Mathematical Methods for Finance :
Mots-clés :
Calculus of variations; Comonotonicity applied in finance; Fractional processes in finance; Mathematical finance reviewed; Modeling of long and short range dependence; Pricing and hedging; Quantitative finance; Stochastic control with finite and infinite horizon; Stochastic finance; Stochastic modeling in finance; Stochastic partial differential equations; data-driven science; modeling and theory building