| 000 | 01530nmm a2200193Ia 4500 | ||
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| 008 | 230306s9999||||xx |||||||||||||||||und|| | ||
| 020 | _a9780821881941 (online) | ||
| 245 | 0 |
_aMathematics in finance : _bUIMPRSME Lluis A. Santalo Summer School, Mathematics in Finance and Insurance, July 1620, 2007, Universidad Internacional Menendez Pelayo, Santander, Spain |
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| 260 |
_aProvidence, R.I. : _bAmerican Mathematical Society, _cc2010 |
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| 300 | _a1 online resource (viii, 146 p. : ill.) | ||
| 490 |
_aContemporary mathematics _vv. 515 _x10983627 |
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| 500 | _aAmerican 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. | ||
| 504 | _aIncludes bibliographical references. | ||
| 505 |
_tHedge funds as knockout options ; Rough paths based numerical algorithms in computational finance ; Hedge funds ; Modeling and pricing credit derivatives _rMarcos 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 |
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| 650 | _aFinance | ||
| 700 | _aCarrillo Menendez Santiago | ||
| 700 | _aFernandez Perez Jose Luis | ||
| 856 | _uhttp://www.ams.org/conm/515/ | ||
| 999 |
_c28932 _d28932 |
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