Advances in Finance and Stochastics : Essays in Honour of Dieter Sondermann /
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 th...
| Main Author: | |
|---|---|
| Corporate Author: | |
| Other Authors: | |
| Format: | eBook |
| Language: | English |
| Published: |
Berlin, Heidelberg :
Springer Berlin Heidelberg,
2002.
|
| Subjects: | |
| Online Access: | Connect to the full text of this electronic book |
| Summary: | 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. |
|---|---|
| Item Description: | Electronic resource. |
| Physical Description: | 1 online resource (xix, 312 pages) |
| ISBN: | 9783662047903 (electronic bk.) 366204790X (electronic bk.) |