Carl (Hrsg.) Chiarella

Contemporary Quantitative Finance

Essays in Honour of Eckhard Platen

Ebook (PDF Format)

The contributors to this volume write a series of articles outlining 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, use of alternative stochastic processes, numerical solution of equations of mathematical finance, estimation of stochastic processes in finance. The list of authors includes many of the researchers who have made the major contributions to these various areas of mathematical finance. This volume addresses both researchers and professionals in financial institutions, as well as regulators working in… Mehr

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Produktdetails

Weitere Autoren: Novikov, Alexander (Hrsg.)

ISBN: 978-3-642-03479-4
EAN: 9783642034794
Produktnummer: 18256133
Verlag: Springer-Verlag GmbH
Sprache: Englisch
Erscheinungsjahr: 2010
Seitenangabe: 423 S.
Plattform: PDF
Masse: 7'306 KB
Auflage: 2010
Abbildungen: Bibliographie

Über den Autor

Carl Chiarella is currently Professor of Quantitative Finance at the University of Technology, Sydney. He holds doctorates in both applied mathematics and economics. He is the author of over 150 research articles in international journals and edited volumes and the author/coauthor of 5 books. Carl is a Co-Editor of the Journal of Economic Dynamics and Control and Associate Editor of Quantitative Finance, Studies in Nonlinear Dynamics and Econometrics, Computational Economics and European Journal of Finance.Alexander Novikov is Professor of Mathematics (Chair in Probability) at the Department of Mathematical Sciences, the University of Technology, Sydney. He received the Doctor of Science degree in mathematics from Steklov Mathematical Institute, Moscow. He has edited several proceedings and published more than 80 research papers in different areas of statistics of random processes, sequential analysis, random fields and mathematical finance. Alexander has been member of the Editorial Board of Statistics and Probability Letters, Bernoulli and Methods of Mathematical Statistics.