by Carl Chiarella (Editor), Alexander Novikov (Editor)
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.
Format: Hardcover
Pages: 440
Edition: 1st Edition.
Publisher: Springer
Published: 23 Jul 2010
ISBN 10: 3642034780
ISBN 13: 9783642034787