02541nam 2200577 450 991078863140332120220819030132.00-8218-8194-90-8218-4673-6(CKB)3240000000070038(EBL)3113410(SSID)ssj0000629375(PQKBManifestationID)11942895(PQKBTitleCode)TC0000629375(PQKBWorkID)10732362(PQKB)10143369(MiAaPQ)EBC3113410(RPAM)16090291(PPN)197108431(EXLCZ)99324000000007003820100211h20102010 uy| 0engur|n|---|||||txtccrMathematics 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, editorsProvidence, Rhode Island :American Mathematical Society,[2010]©20101 online resource (158 p.)Contemporary mathematics,5150271-4132"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.Includes bibliographical references.Contents -- Preface -- Hedge Funds as Knock-Out Options -- Rough Paths based Numerical Algorithms in Computational Finance -- Hedge Funds -- Modeling and Pricing credit derivatives.Contemporary mathematics,5150271-4132FinanceMathematical modelsCongressesFinanceMathematical models332.01/51Carrillo Menéndez Santiago1950-Fernández Pérez José LuisAmerican Mathematical Society,Real Sociedad Matemática Española,UIMP-RSME Santalâo Summer SchoolMiAaPQMiAaPQMiAaPQBOOK9910788631403321Mathematics in finance776891UNINA