Happy Holidays—Our $30 Gift Card just for you, and books ship free! Shop now>>

Springer Proceedings in Mathematics & Statistics

Advanced Modelling in Mathematical Finance

In Honour of Ernst Eberlein

Editors: Kallsen, Jan, Papapan-Toleon, Antonis (Eds.)

Free Preview

Buy this book

eBook 130,89 €
price for Spain (gross)
  • ISBN 978-3-319-45875-5
  • Digitally watermarked, DRM-free
  • Included format: PDF, EPUB
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Hardcover 166,39 €
price for Spain (gross)
  • ISBN 978-3-319-45873-1
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
  • The final prices may differ from the prices shown due to specifics of VAT rules
Softcover 166,39 €
price for Spain (gross)
  • ISBN 978-3-319-83390-3
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
  • The final prices may differ from the prices shown due to specifics of VAT rules
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.

Table of contents (20 chapters)

Table of contents (20 chapters)

Buy this book

eBook 130,89 €
price for Spain (gross)
  • ISBN 978-3-319-45875-5
  • Digitally watermarked, DRM-free
  • Included format: PDF, EPUB
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Hardcover 166,39 €
price for Spain (gross)
  • ISBN 978-3-319-45873-1
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
  • The final prices may differ from the prices shown due to specifics of VAT rules
Softcover 166,39 €
price for Spain (gross)
  • ISBN 978-3-319-83390-3
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
  • The final prices may differ from the prices shown due to specifics of VAT rules
Loading...

Recommended for you

Loading...

Bibliographic Information

Bibliographic Information
Book Title
Advanced Modelling in Mathematical Finance
Book Subtitle
In Honour of Ernst Eberlein
Editors
  • Jan Kallsen
  • Antonis Papapan-Toleon
Series Title
Springer Proceedings in Mathematics & Statistics
Series Volume
189
Copyright
2016
Publisher
Springer International Publishing
Copyright Holder
Springer International Publishing Switzerland
eBook ISBN
978-3-319-45875-5
DOI
10.1007/978-3-319-45875-5
Hardcover ISBN
978-3-319-45873-1
Softcover ISBN
978-3-319-83390-3
Series ISSN
2194-1009
Edition Number
1
Number of Pages
XXIV, 496
Number of Illustrations
10 b/w illustrations, 69 illustrations in colour
Topics