Editors:
Part of the book series: Springer Proceedings in Mathematics & Statistics (PROMS, volume 189)
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Table of contents (20 papers)
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Front Matter
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Statistics and Risk
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Front Matter
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Derivative Pricing, Hedging, and Optimisation
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Front Matter
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About this book
This Festschrift resulted from a workshop on “Advanced Modelling in Mathematical Finance” held in honour of Ernst Eberlein’s 70th birthday, from 20 to 22 May 2015 in Kiel, Germany. It includes contributions by several invited speakers at the workshop, including several of Ernst Eberlein’s long-standing collaborators and former students.
Advanced mathematical techniques play an ever-increasing role in modern quantitative finance. Written by leading experts from academia and financial practice, this book offers state-of-the-art papers on the application of jump processes in mathematical finance, on term-structure modelling, and on statistical aspects of financial modelling. It is aimed at graduate students and researchers interested in mathematical finance, as well as practitioners wishing to learn about the latest developments.
Editors and Affiliations
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Department of Mathematics, Christian-Albrechts-Universität zu Kiel, Kiel, Germany
Jan Kallsen
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Institute of Mathematics, Technische Universität Berlin, Berlin, Germany
Antonis Papapantoleon
Bibliographic Information
Book Title: Advanced Modelling in Mathematical Finance
Book Subtitle: In Honour of Ernst Eberlein
Editors: Jan Kallsen, Antonis Papapantoleon
Series Title: Springer Proceedings in Mathematics & Statistics
DOI: https://doi.org/10.1007/978-3-319-45875-5
Publisher: Springer Cham
eBook Packages: Mathematics and Statistics, Mathematics and Statistics (R0)
Copyright Information: Springer International Publishing Switzerland 2016
Hardcover ISBN: 978-3-319-45873-1Published: 06 December 2016
Softcover ISBN: 978-3-319-83390-3Published: 29 April 2018
eBook ISBN: 978-3-319-45875-5Published: 01 December 2016
Series ISSN: 2194-1009
Series E-ISSN: 2194-1017
Edition Number: 1
Number of Pages: XXIV, 496
Number of Illustrations: 10 b/w illustrations, 69 illustrations in colour
Topics: Quantitative Finance, Probability Theory and Stochastic Processes