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Advanced Mathematical Methods for Finance
. Ed(S): Nunno, Guilia Di; Oksendal, Bernt
€ 131.22
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Description for Advanced Mathematical Methods for Finance
Hardback. Including models based on Brownian motion, Levy processes and jump diffusions, this book presents innovations in the mathematical foundations of financial analysis as well as numerical methods for finance and their application to the modeling of risk. Editor(s): Nunno, Guilia di; Oksendal, Bernt. Num Pages: 544 pages, biography. BIC Classification: JHBC; KCBM; KJQ; PBT; PBW. Category: (P) Professional & Vocational. Dimension: 244 x 165 x 36. Weight in Grams: 934.
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 ... Read more
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 ... Read more
Product Details
Format
Hardback
Publication date
2011
Publisher
Springer-Verlag Berlin and Heidelberg GmbH & Co. KG Germany
Number of pages
544
Condition
New
Number of Pages
536
Place of Publication
Berlin, Germany
ISBN
9783642184116
SKU
V9783642184116
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15
About . Ed(S): Nunno, Guilia Di; Oksendal, Bernt
Giulia Di Nunno and Bernt Øksendal are professors at the University of Oslo. Their work in stochastic analysis, control, and mathematical finance is internationally highly appreciated. They have been chairing the leadership of the large European ESF funded networking program AMaMeF in financial mathematics.
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