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Advanced Modelling in Mathematical Finance

- In Honour of Ernst Eberlein

About Advanced Modelling in Mathematical Finance

Written by leading experts from academia and financial practice, this book offers state-of-the-art papers on the application of jump processes in mathematical finance, on term-structure modelling, and on statistical aspects of financial modelling.

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  • Language:
  • English
  • ISBN:
  • 9783319833903
  • Binding:
  • Paperback
  • Pages:
  • 496
  • Published:
  • April 28, 2018
  • Edition:
  • 12016
  • Dimensions:
  • 155x235x0 mm.
  • Weight:
  • 7781 g.
Delivery: 1-2 weeks
Expected delivery: December 1, 2024

Description of Advanced Modelling in Mathematical Finance

Written by leading experts from academia and financial practice, this book offers state-of-the-art papers on the application of jump processes in mathematical finance, on term-structure modelling, and on statistical aspects of financial modelling.

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