Advanced Modelling in Mathematical Finance
In Honour of Ernst Eberlein
Editors: Kallsen, Jan, Papapantoleon, Antonis (Eds.)
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- About this book
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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.
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Bibliographic Information
- Bibliographic Information
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- Book Title
- Advanced Modelling in Mathematical Finance
- Book Subtitle
- In Honour of Ernst Eberlein
- Editors
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- Jan Kallsen
- Antonis Papapantoleon
- 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
- Series ISSN
- 2194-1009
- Edition Number
- 1
- Number of Pages
- XXIV, 496
- Number of Illustrations and Tables
- 10 b/w illustrations, 69 illustrations in colour
- Topics
