Advanced modelling in mathematical finance: in honour of ernst eberlein
Éditeur :
Springer International Publishing AG
ISBN :
9783319833903
Date de publication :
29 avr. 2018
Dimensions :
23,5 x 15,5 cm
Langue :
Anglais
Pays d'origine :
Suisse
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.