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Mathematics in Finance
About this Title
Santiago Carrillo Menéndez and José Luis Fernández Pérez, Editors
Publication: Contemporary Mathematics
Publication Year:
2010; Volume 515
ISBNs: 978-0-8218-4673-5 (print); 978-0-8218-8194-1 (online)
DOI: https://doi.org/10.1090/conm/515
MathSciNet review: 2605790
Table of Contents
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Front/Back Matter
Articles
- Marcos Escobar, Stefan Krämer, Florian Scheibl, Luis Seco and Rudi Zagst – Hedge funds as knock-out options [MR 2664767]
- Lajos Gergely Gyurkó and Terry Lyons – Rough paths based numerical algorithms in computational finance [MR 2664768]
- Luis A. Seco and Fangyuan Chen – Hedge funds [MR 2664769]
- Rudi Zagst and Matthias Scherer – Modeling and pricing credit derivatives [MR 2664770]