By Jan Kallsen,Antonis Papapantoleon

ISBN-10: 3319458736

ISBN-13: 9783319458731

This Festschrift resulted from a workshop on “Advanced Modelling in Mathematical Finance” held in honour of Ernst Eberlein’s seventieth birthday, from 20 to 22 may perhaps 2015 in Kiel, Germany. It contains contributions via a number of invited audio system on the workshop, together with numerous of Ernst Eberlein’s long-standing collaborators and previous students.

Advanced mathematical thoughts play an ever-increasing position in sleek quantitative finance. Written via prime specialists from academia and fiscal perform, this booklet deals state of the art papers at the program of bounce approaches in mathematical finance, on term-structure modelling, and on statistical elements of monetary modelling. it truly is aimed toward graduate scholars and researchers attracted to mathematical finance, in addition to practitioners wishing to benefit in regards to the most recent developments.

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Advanced Modelling in Mathematical Finance: In Honour of Ernst Eberlein (Springer Proceedings in Mathematics & Statistics) by Jan Kallsen,Antonis Papapantoleon

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