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Advanced Modelling in Mathematical Finance: In Honour of Ernst Eberlein

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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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Detail Information

Series Title

Springer Proceedings in Mathematics & Statistics

Call Number

332.46 ADV a

Publisher

Cham, Switzerland : Springer., 2016

Collation

XXIV, 496

Language

English

ISBN/ISSN

978-3-319-45875-5

Classification

332.46

Content Type

text

Media Type

computer

Carrier Type

online resource

Edition

Ed. 1

Subject(s)

Probability Theory
Economics and Finance

Specific Detail Info

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Statement of Responsibility

Editor: Jan Kallsen, Antonis Papapantoleon

Other Information

Cataloger

umi

Source

https://link.springer.com/content/pdf/10.1007/978-3-319-45875-5.pdf?pdf=button

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