Home » Contemporary Quantitative Finance: Essays In Honour Of Eckhard Platen by Carl Chiarella
Contemporary Quantitative Finance: Essays In Honour Of Eckhard Platen Carl Chiarella

Contemporary Quantitative Finance: Essays In Honour Of Eckhard Platen

Carl Chiarella

Published July 23rd 2010
ISBN : 9783642034787
Hardcover
440 pages
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 About the Book 

The contributors to this volume write a series of articles outlining contemporary advances in a number of key areas of mathematical finance such as, optimal control theory applied to finance, interest rate models, credit risk and credit derivatives,MoreThe contributors to this volume write a series of articles outlining contemporary advances in a number of key areas of mathematical finance such as, optimal control theory applied to finance, interest rate models, credit risk and credit derivatives, use of alternative stochastic processes, numerical solution of equations of mathematical finance, estimation of stochastic processes in finance. The list of authors includes many of the researchers who have made the major contributions to these various areas of mathematical finance.