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Contemporary quantitative finance : essays in honour of Eckhard Platen / editors, Carl Chiarella, Alexander Novikov.
- Format:
- Book
- Language:
- English
- Subjects (All):
- Platen, Eckhard.
- Finance--Mathematical models.
- Finance.
- Physical Description:
- x, 423 pages : illustrations ; 24 cm
- Place of Publication:
- Berlin ; London : Springer, 2010.
- Summary:
- 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.
- Notes:
- Includes bibliographical references and index.
- ISBN:
- 9783642034787
- 3642034780
- OCLC:
- 503649463
- Publisher Number:
- 12735181
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