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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Dettagli Bibliografici
Ente Autore: SpringerLink (Online service)
Altri autori: Di Nunno, Giuli (Redattore), Øksendal, B. K. (Bernt Karsten) 1945- (Redattore)
Natura: Electronic Resource
Lingua:English
Pubblicazione: Heidelberg, Germany Springer-Verlag Berlin 2011.
Soggetti:
Accesso online:Available for UP System via Springer Link.