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Advances in Finance and Stochastics: Essays in Honour of Dieter Sondermann
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Advances in Finance and Stochastics: Essays in Honour of Dieter Sondermann - Livro de bolso

2010, ISBN: 9783642077920

Series Editor: Schonbucher, Philip J. Springer Berlin Heidelberg, Taschenbuch, Auflage: Softcover reprint of hardcover 1st ed. 2002, 336 Seiten, Publiziert: 2010-02-19T00:00:01Z, Produktg… mais…

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Advances in Finance and Stochastics: Essays in Honour of Dieter Sondermann - Livro de bolso

2010, ISBN: 9783642077920

Series Editor: Schonbucher, Philip J. Springer Berlin Heidelberg, Taschenbuch, Auflage: Softcover reprint of hardcover 1st ed. 2002, 336 Seiten, Publiziert: 2010-02-19T00:00:01Z, Produktg… mais…

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Klaus Sandmann (Editor), Philip J. Schönbucher (Editor):
Advances in Finance and Stochastics: Essays in Honour of Dieter Sondermann - Livro de bolso

2010

ISBN: 9783642077920

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Wiley, 2003-06-13. Hardcover. Like New. New. In shrink wrap., Wiley, 2003-06-13, 5, Gabler, 2010. Paperback. New. 263 pages. German language. 8.20x5.80 inches., Gabler, 2010, 6, Sprin… mais…

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Advances in Finance and Stochastics - Klaus Sandmann
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Klaus Sandmann:
Advances in Finance and Stochastics - Livro de bolso

ISBN: 9783642077920

Paperback, [PU: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG], In many areas of finance and stochastics, significant advances have been made since this field of research was opened… mais…

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Advances in Finance and Stochastics - Klaus Sandmann; Philip J. Schönbucher
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Klaus Sandmann; Philip J. Schönbucher:
Advances in Finance and Stochastics - Livro de bolso

2010, ISBN: 9783642077920

Essays in Honour of Dieter Sondermann, Buch, Softcover, Softcover reprint of hardcover 1st ed. 2002, [PU: Springer Berlin], Springer Berlin, 2010

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Advances in Finance and Stochastics: Essays in Honour of Dieter Sondermann
Autor:
Título:
Número ISBN:

3642077927


In many areas of finance and stochastics, significant advances have been made since this field of research was opened by Black, Scholes and Merton in 1973. This volume contains a collection of original articles by a number of highly distinguished authors, on research topics that are currently in the focus of interest of both academics and practitioners.

Dados detalhados do livro - Advances in Finance and Stochastics: Essays in Honour of Dieter Sondermann


EAN (ISBN-13): 9783642077920
ISBN (ISBN-10): 3642077927
Livro de capa dura
Livro de bolso
Ano de publicação: 2010
Editor/Editora: Sandmann, Klaus, Springer Berlin Heidelberg
336 Páginas
Peso: 0,509 kg
Língua: eng/Englisch

Livro na base de dados desde 2010-05-15T05:10:33-03:00 (Sao Paulo)
Página de detalhes modificada pela última vez em 2023-08-12T05:43:19-03:00 (Sao Paulo)
Número ISBN/EAN: 3642077927

Número ISBN - Ortografia alternativa:
3-642-07792-7, 978-3-642-07792-0
Ortografia alternativa e termos de pesquisa relacionados:
Autor do livro: sandmann, sandman, merton, schönbucher, söndermann
Título do livro: sondermann, dieter, finance

Dados da editora

Autor: Klaus Sandmann; Philip J. Schönbucher
Título: Advances in Finance and Stochastics - Essays in Honour of Dieter Sondermann
Editora: Springer; Springer Berlin
312 Páginas
Ano de publicação: 2010-12-04
Berlin; Heidelberg; DE
Impresso / Feito em
Peso: 0,516 kg
Língua: Inglês
53,49 € (DE)
54,99 € (AT)
59,00 CHF (CH)
POD
XX, 312 p.

BC; Public Economics; Hardcover, Softcover / Wirtschaft/Volkswirtschaft; Öffentlicher Dienst und öffentlicher Sektor; Verstehen; Arbitrage; Finance; Hedging; Measure; Probability space; Stochastic Processes; disorder problem; modeling; stochastic process; quantitative finance; Probability Theory and Stochastic Processes; Quantitative Finance; Public Economics; Probability Theory; Mathematics in Business, Economics and Finance; Wahrscheinlichkeitsrechnung und Statistik; Stochastik; Angewandte Mathematik; Wirtschaftswissenschaft, Finanzen, Betriebswirtschaft und Management; BB

F. Delbaen: Coherent Risk Measures on General Probability Spaces.- H. Föllmer/A. Schied: Robust Preferences and Convex Measures of Risk.- P. Embrechts/S.Y. Novak: Long Head-Runs and Long Match Patterns.- J. Werner: Factor Pricing in Multidate Security Markets.- J.-C. Duan/S.R. Pliska: Option Pricing for Co-Integrated Assets.- D.B. Madan/F. Milne/R.J. Elliott: Incomplete Diversification and Asset Pricing.- Y.M. Kabanov/C. Stricker: Hedging of Contingent Claims under Transaction Costs.- R. Frey/P. Patie: Risk Management for Derivatives in Illiquid Markets: A Simulation Study.- L.-C.-G. Rogers/O. Zane: A Simple Model of Liquidity Effects.- R. Bhar/C. Chiarella/W. Runggaldier: Estimation in Models of the Instantaneous Short Term Interest Rate by Use of a Dynamic Bayesian Algorithm.- E. Schlögl: Arbitrage-Free Interpolation in Models of Market Observable Interest Rates.- J. A. Nielsen/K. Sandmann: The Fair Premium of an Equity-Linked Life and Pension Insurance.- M. Schweizer: On Bermudan Options.- L.A. Shepp/A.N. Shiryaev/A. Sulem: A Barrier Version of the Russian Option.- K. Schürger: Laplace Transforms and Suprema of Stochastic Processes.- G. Peskir/A.N. Shiryaev: Solving the Poisson Disorder Problem.

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