Advanced mathematical methods for finance

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 applica...

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Dades bibliogràfiques
Autor corporatiu: SpringerLink (Online service)
Altres autors: Di Nunno, Giuli (Editor), Øksendal, B. K. (Bernt Karsten) 1945- (Editor)
Format: Electronic Resource
Idioma:English
Publicat: Heidelberg, Germany Springer-Verlag Berlin 2011.
Matèries:
Accés en línia:Available for UP System via Springer Link.