Advanced Modelling in Mathematical Finance: In Honour of Ernst Eberlein (Springer Proceedings in Mathematics & Statistics)

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Posted on 2020-05-16, by books_lover.

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Advanced Modelling in Mathematical Finance: In Honour of Ernst Eberlein (Springer Proceedings in Mathematics & Statistics) 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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