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Record Nr. |
UNINA9910788631403321 |
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Titolo |
Mathematics in finance : UIMP-RSME Lluis A. Santaló Summer School, Mathematics in Finance and Insurance, July 16-20, 2007, Universidad Internacional Menéndez Pelayo, Santander, Spain / / Santiago Carrillo Menéndez, José Luis Fernández Pérez, editors |
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Pubbl/distr/stampa |
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Providence, Rhode Island : , : American Mathematical Society, , [2010] |
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©2010 |
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ISBN |
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0-8218-8194-9 |
0-8218-4673-6 |
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Descrizione fisica |
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1 online resource (158 p.) |
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Collana |
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Contemporary mathematics, ; 515 , 0271-4132 |
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Disciplina |
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Soggetti |
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Finance - Mathematical models |
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Lingua di pubblicazione |
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Formato |
Materiale a stampa |
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Livello bibliografico |
Monografia |
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Note generali |
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"American Mathematical Society ; Real Sociedad Matemática Española." |
"Contains four selected survey papers on some aspects of mathematical finance presented and discussed at the 'Lluis A. Santaló Summer School' that was held in Santander (Spain) on July 2007 as part of the activities of the Universidad Internacional Menéndez Pelayo (UIMP), in collaboration with the Real Sociedad Matemática Española (RSME)"--Preface. |
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Nota di bibliografia |
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Includes bibliographical references. |
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Nota di contenuto |
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Contents -- Preface -- Hedge Funds as Knock-Out Options -- Rough Paths based Numerical Algorithms in Computational Finance -- Hedge Funds -- Modeling and Pricing credit derivatives. |
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