Advances in Finance and Stochastics : Essays in Honour of Dieter Sondermann

edited by Klaus Sandmann, Philipp J. Schönbucher

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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Year of publication:	2002
Authors:	Sandmann, Klaus
Other Persons:	Schönbucher, Philipp J. (ed.)
Publisher:	Berlin, Heidelberg : Springer
Subject:	Stochastischer Prozess \| Stochastic process \| Kapitalmarkttheorie \| Financial economics \| Finanzmathematik \| Mathematical finance \| Optionspreistheorie \| Option pricing theory \| Deutschland \| Germany \| Wahrscheinlichkeitsrechnung \| Probability theory \| Ökonomen \| Economists
Description of contents:	Table of Contents [gbv.de]

Extent:	Online-Ressource (XIX, 312 p, online resource)
Series:	SpringerLink / Bücher Springer eBook Collection / Mathematics and Statistics
Type of publication:	Book / Working Paper
Language:	English
ISBN:	978-3-662-04790-3 ; 978-3-642-07792-0
Other identifiers:	10.1007/978-3-662-04790-3 [DOI]
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10013523097