Overview
outlines contemporary advances in a number of key areas of mathematical finance
authors are major contributors to these various areas
dedicated to Professor Eckhard Platen to celebrate his 60th birthday, that occurred in 2009
Includes supplementary material: sn.pub/extras
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Table of contents (20 chapters)
Keywords
About this book
Editors and Affiliations
About the editors
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.
Bibliographic Information
Book Title: Contemporary Quantitative Finance
Book Subtitle: Essays in Honour of Eckhard Platen
Editors: Carl Chiarella, Alexander Novikov
DOI: https://doi.org/10.1007/978-3-642-03479-4
Publisher: Springer Berlin, Heidelberg
eBook Packages: Mathematics and Statistics, Mathematics and Statistics (R0)
Copyright Information: Springer-Verlag Berlin Heidelberg 2010
Hardcover ISBN: 978-3-642-03478-7Published: 23 July 2010
Softcover ISBN: 978-3-642-43858-5Published: 13 December 2014
eBook ISBN: 978-3-642-03479-4Published: 01 July 2010
Edition Number: 1
Number of Pages: X, 423
Topics: Quantitative Finance, Calculus of Variations and Optimal Control; Optimization, Probability Theory and Stochastic Processes, Statistics for Business, Management, Economics, Finance, Insurance, Numerical Analysis