Contemporary Quantitative Finance: Essays in Honour of Eckhard Platen

Contemporary Quantitative Finance: Essays in Honour of Eckhard Platen

by Carl Chiarella (Editor), Alexander Novikov (Editor)

Synopsis

This book details contemporary advances in a number of key areas of mathematical finance, such as optimal control theory applied to finance, interest rate models, credit risk and credit derivatives and numerical solution of equations of mathematical finance.

$117.39

Quantity

20+ in stock

More Information

Format: Hardcover
Pages: 440
Edition: 1st Edition.
Publisher: Springer
Published: 23 Jul 2010

ISBN 10: 3642034780
ISBN 13: 9783642034787