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...

Полное описание

Библиографические подробности

Соавтор:	SpringerLink (Online service)
Другие авторы:	Di Nunno, Giuli (Редактор), Øksendal, B. K. (Bernt Karsten) 1945- (Редактор)
Формат:	Electronic Resource
Язык:	English
Опубликовано:	Heidelberg, Germany Springer-Verlag Berlin 2011.
Предметы:	Business mathematics. Finance > Mathematical methods. Finance > Mathematical models.
Online-ссылка:	Available for UP System via Springer Link.