Mathematics in finance : UIMP-RSME Lluis A. Santaló Summer School Mathematics in Finance and Insurance, July 16 - 20, 2007, Universidad Internacional Menéndez Pelayo, Santander, Spain
"Researchers and practitioners in mathematical finance will find in this book a collection of excellent, up-to-date and mathematically rigorous presentations of some of the most advanced techniques for pricing and risk management. --Book Jacket."
"The paper by L. Seco and F. Chen provides a systematic survey of hedge funds from a rigorous mathematical point of view. The related paper by M. Escobar, S. Kramer, F. Scheibl, L. Seco and R. Zagst introduces a new theoretical framework for the pricing of hedge funds' equity, inspired by the framework of Black and Cox for the valuation of company equity as a call option."
"This volume contains survey papers on mathematical finance based on some courses given at the "Lluis Santalo" Summer School of the Real Sociedad Matematica Espanola, held in July 2007 at the Universidad Internacional Menendez Pelayo, Santander (Spain). The primary topics are pathwise approximations of stochastic differential equations, Hedge funds, and credit derivatives."
"The paper by R. Zagst and M. Scherer is a short course on the different approaches used for pricing, hedging and risk management of credit derivatives."
"A general framework for deriving high order, stable and tractable path-wise approximations of Stratonovich stochastic differential equations as applied to finance is the subject of the paper of L.G. Gyurko and T. Lyons."
"Mathematics in finance : UIMP-RSME Lluis A. Santaló Summer School Mathematics in Finance and Insurance, July 16 - 20, 2007, Universidad Internacional Menéndez Pelayo, Santander, Spain"
"Mathematics in finance : UIMP-RSME Lluis A. Santalo summer school mathematics in finance and insurance july 16-20, 2007, Universidad Internacional Menendez Pelayo Santander, Spain"
"Mathematics in finance : UIMP-RSME Lluis A. Santaló Summer School, Mathematics in Finance and Insurance, July 16-20, 2007, Universidad Internacional Menéndez Pelayo, Santander, Spain"
"Mathematics in finance : UIMP-RSME Lluis A. Santaló Summer School Mathematics in Finance and Insurance, July 16-20, 2007, Universidad Internacional Menéndez Pelayo, Santander, Spain"
"Mathematics in finance UIMP-RSME Lluis A. Santaló Summer School, Mathematics in Finance and Insurance, July 16-20, 2007, Universidad Internacional Menéndez Pelayo, Santander, Spain"
"Mathematics in finance : UIMP-RSME Lluís A. Santaló Summer School, mathematics in finanace and insurance, July 16-20, 2007, Universidad Internacional Menéndez Pelayo, Santander, Spain"
UIMP-RSME Lluis A. Santaló Summer School (2007 : Santander (Spain))
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UIMP-RSME Santaló Summer School (2007 : Santander)
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UIMP-RSME Santaló Summer School (2007 : Universidad Internacional Menédez Pelayo)
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*UIMP-RSME *Santaló *Summer *School (2007 : Universidad Internacional Menéndez Pelayo).
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Universidad Internacional Menéndez Pelayo (Santander)
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