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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
Title
Mathematics in finance : [electronic resource] UIMP-RSME Lluis A. Santaló Summer School, Mathematics in Finance and Insurance, July 16-20, 2007, Universidad Internacional Menéndez Pelayo, Santander, Spain / Santiago Carrillo Menéndez, José Luis Fernández Pérez, editors.
ISBN
9780821881941 (online)
Published
Providence, R.I. : American Mathematical Society, c2010.
Physical Description
1 online resource (viii, 146 p.) : ill.
Local Notes
Access is available to the Yale community.
Notes
"American Mathematical Society ; Real Sociedad Matemática Española."
"Contains four selected survey papers on some aspects of mathematical finance presented and discussed at the 'Lluis A. Santaló Summer School' that was held in Santander (Spain) on July 2007 as part of the activities of the Universidad Internacional Menéndez Pelayo (UIMP), in collaboration with the Real Sociedad Matemática Española (RSME)"--Preface.
Electronic reproduction. Providence, Rhode Island : American Mathematical Society. 2012
Description based on print version record.
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Access restricted by licensing agreement.
Variant and related titles
American mathematical society.
Contemporary Mathematics.
Other formats
Print version: Mathematics in finance :
Format
Books / Online
Language
English
Added to Catalog
February 11, 2020
Series
Contemporary mathematics, v. 515
Bibliography
Includes bibliographical references.
Contents
Hedge funds as knock-out options / Marcos Escobar, Stefan Krämer, Florian Scheibl, Luis Seco and Rudi Zagst
Rough paths based numerical algorithms in computational finance / Lajos Gergely Gyurkó and Terry Lyons
Hedge funds / Luis A. Seco and Fangyuan Chen
Modeling and pricing credit derivatives / Rudi Zagst and Matthias Scherer
Subjects
Also listed under
American Mathematical Society.
Real Sociedad Matemática Española.
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