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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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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 Visualizza cluster
Pubblicazione: Providence, Rhode Island : , : American Mathematical Society, , [2010]
©2010
Descrizione fisica: 1 online resource (158 p.)
Disciplina: 332.01/51
Soggetto topico: Finance - Mathematical models
Persona (resp. second.): Carrillo MenéndezSantiago <1950->
Fernández PérezJosé Luis
Note generali: "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.
Nota di bibliografia: Includes bibliographical references.
Nota di contenuto: Contents -- Preface -- Hedge Funds as Knock-Out Options -- Rough Paths based Numerical Algorithms in Computational Finance -- Hedge Funds -- Modeling and Pricing credit derivatives.
Titolo autorizzato: Mathematics in finance  Visualizza cluster
ISBN: 0-8218-8194-9
0-8218-4673-6
Formato: Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione: Inglese
Record Nr.: 9910808665203321
Lo trovi qui: Univ. Federico II
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Serie: Contemporary mathematics, ; 515 . 0271-4132