TY  - DATA
AU  - Carrillo Menendez Santiago
AU  - Fernandez Perez Jose Luis
TI  - Mathematics in finance: UIMPRSME Lluis A. Santalo Summer School, Mathematics in Finance and Insurance, July 1620, 2007, Universidad Internacional Menendez Pelayo, Santander, Spain 
T2  - Contemporary mathematics 
SN  - 9780821881941 (online)
PY  - 2010///
CY  - Providence, R.I.
PB  - American Mathematical Society
KW  - Finance
N1  - American Mathematical Society ; Real Sociedad Matematica Espanola.;Contains four selected survey papers on some aspects of mathematical finance presented and discussed at the 'Lluis A. Santalo Summer School' that was held in Santander (Spain) on July 2007 as part of the activities of the Universidad Internacional Menendez Pelayo (UIMP), in collaboration with the Real Sociedad Matematica Espanola (RSME)Preface; Includes bibliographical references; Hedge funds as knockout options  ; Rough paths based numerical algorithms in computational finance  ; Hedge funds  ; Modeling and pricing credit derivatives; Marcos Escobar Stefan Kramer Florian Scheibl Luis Seco and Rudi Zagst  ;  Lajos Gergely Gyurko and Terry Lyons  ;  Luis A Seco and Fangyuan Chen  ;  Rudi Zagst and Matthias Scherer
UR  - http://www.ams.org/conm/515/
ER  -