Advanced Mathematical Methods for Finance

Advanced Mathematical Methods for Finance
Author :
Publisher :
Total Pages : 536
Release :
ISBN-10 : 3642184138
ISBN-13 : 9783642184130
Rating : 4/5 (130 Downloads)

Book Synopsis Advanced Mathematical Methods for Finance by :

Download or read book Advanced Mathematical Methods for Finance written by and published by . This book was released on 2011 with total page 536 pages. Available in PDF, EPUB and Kindle. Book excerpt: "The title of this volume 'Advanced Mathematical Methods for Finance, ' AMaMeF for short, originates from the European network of the European Science Foundation with the same name that started its activity in 2005. The goals of its program have been the development and the use of advanced mathematical tools for finance, from theory to practice. This book was born in the same spirit of the program. It presents innovations in the mathematical methods in various research areas representing the broad spectrum of AMaMeF itself. It covers the mathematical foundations of financial analysis, numerical methods, and the modeling of risk. The topics selected include measures of risk, credit contagion, insider trading, information in finance, stochastic control and its applications to portfolio choices and liquidation, models of liquidity, pricing, and hedging. The models presented are based on the use of Brownian motion, Lévy processes and jump diffusions. Moreover, fractional Brownian motion and ambit processes are also introduced at various levels. The chosen blending of topics gives a large view of the up-to-date frontiers of the mathematics for finance. This volume represents the joint work of European experts in the various fields and linked to the program AMaMeF."--Preface.


Advanced Mathematical Methods for Finance Related Books

Advanced Mathematical Methods for Finance
Language: en
Pages: 536
Authors:
Categories: Business mathematics
Type: BOOK - Published: 2011 - Publisher:

DOWNLOAD EBOOK

"The title of this volume 'Advanced Mathematical Methods for Finance, ' AMaMeF for short, originates from the European network of the European Science Foundatio
Advanced Mathematical Methods for Finance
Language: en
Pages: 532
Authors: Julia Di Nunno
Categories: Mathematics
Type: BOOK - Published: 2011-03-29 - Publisher: Springer Science & Business Media

DOWNLOAD EBOOK

This book presents innovations in the mathematical foundations of financial analysis and numerical methods for finance and applications to the modeling of risk.
Advanced Mathematical Methods
Language: en
Pages: 198
Authors: Francesco Mainardi
Categories: Mathematics
Type: BOOK - Published: 2020-02-05 - Publisher: MDPI

DOWNLOAD EBOOK

The many technical and computational problems that appear to be constantly emerging in various branches of physics and engineering beg for a more detailed under
Methods of Mathematical Finance
Language: en
Pages: 427
Authors: Ioannis Karatzas
Categories: Business & Economics
Type: BOOK - Published: 1998-08-13 - Publisher: Springer Science & Business Media

DOWNLOAD EBOOK

This monograph is a sequel to Brownian Motion and Stochastic Calculus by the same authors. Within the context of Brownian-motion- driven asset prices, it develo
Analysis, Geometry, and Modeling in Finance
Language: en
Pages: 403
Authors: Pierre Henry-Labordere
Categories: Business & Economics
Type: BOOK - Published: 2008-09-22 - Publisher: CRC Press

DOWNLOAD EBOOK

Analysis, Geometry, and Modeling in Finance: Advanced Methods in Option Pricing is the first book that applies advanced analytical and geometrical methods used