Mathematics in finance : UIMPRSME Lluis A. Santalo Summer School, Mathematics in Finance and Insurance, July 1620, 2007, Universidad Internacional Menendez Pelayo, Santander, Spain

Contributor(s): Carrillo Menendez Santiago | Fernandez Perez Jose LuisMaterial type: Computer fileComputer fileSeries: Contemporary mathematics ; v. 515Publication details: Providence, R.I. : American Mathematical Society, c2010Description: 1 online resource (viii, 146 p. : ill.)ISBN: 9780821881941 (online)Subject(s): FinanceOnline resources: Click here to access online
Contents:
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
Tags from this library: No tags from this library for this title. Log in to add tags.
    Average rating: 0.0 (0 votes)
Item type Current library Call number URL Status Date due Barcode Item holds
electronic book electronic book ICTS
Link to resource Accessible Online EBK21519
Total holds: 0

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

There are no comments on this title.

to post a comment.