Advances in Finance and Stochastics Essays in Honour of Dieter Sondermann 1st Edition
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Advances in Finance and Stochastics Essays in Honour of Dieter Sondermann 1st Edition

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Additional information

Full Title

Advances in Finance and Stochastics Essays in Honour of Dieter Sondermann 1st Edition
Author(s)

Klaus Sandmann, Philip J. Schönbucher
Edition

1st Edition
ISBN

9783662047903, 9783540434641
Publisher

Springer
Format

PDF and EPUB

Description

In many areas of finance and stochastics, significant advances have been made since this field of research was opened by Black, Scholes and Merton in 1973. Advances in Finance and Stochastics contains a collection of original articles by a number of highly distinguished authors on research topics that are currently in the focus of interest of both academics and practitioners. The topics span risk management, portfolio theory and multi-asset derivatives, market imperfections, interest-rate modelling and exotic options.

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