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Mathematics in finance : UIMP-RSME Lluis A. Santaló Summer School, Mathematics in Finance and Insurance, July 16-20, 2007, Universidad Internacional Menéndez Pelayo, Santander, Spain / Santiago Carrillo Menéndez, José Luis Fernández Pérez, editors.
- Format:
- Book
- Conference/Event
- Author/Creator:
- UIMP-RSME Santaló Summer School, Corporate Author.
- Conference Name:
- UIMP-RSME Santaló Summer School (2007 : Universidad Internacional Menéndez Pelayo), issuing body.
- UIMP-RSME Santalâo Summer School
- Series:
- Contemporary mathematics, 0271-4132 515
- Contemporary mathematics, 515 0271-4132
- Language:
- English
- Subjects (All):
- Finance--Mathematical models--Congresses.
- Finance.
- Physical Description:
- 1 online resource (158 p.)
- Place of Publication:
- Providence, Rhode Island : American Mathematical Society, [2010]
- Language Note:
- English
- Contents:
- Contents
- Preface
- Hedge Funds as Knock-Out Options
- Rough Paths based Numerical Algorithms in Computational Finance
- Hedge Funds
- Modeling and Pricing credit derivatives.
- Notes:
- "American Mathematical Society ; Real Sociedad Matemática Española."
- "Contains four selected survey papers on some aspects of mathematical finance presented and discussed at the 'Lluis A. Santaló Summer School' that was held in Santander (Spain) on July 2007 as part of the activities of the Universidad Internacional Menéndez Pelayo (UIMP), in collaboration with the Real Sociedad Matemática Española (RSME)"--Preface.
- Includes bibliographical references.
- Description based on print version record.
- ISBN:
- 0-8218-8194-9
- 0-8218-4673-6
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