Contemporary Quantitative Finance Essays in Honour of Eckhard Platen /

The contributors to this volume write a series of articles outlining contemporary advances in a number of key areas of mathematical finance such as, optimal control theory applied to finance, interest rate models, credit risk and credit derivatives, use of alternative stochastic processes, numerical...

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Bibliographic Details
Corporate Author: SpringerLink (Online service)
Other Authors: Chiarella, Carl. (Editor), Novikov, Alexander. (Editor)
Format: Electronic
Language:English
Published: Berlin, Heidelberg : Springer Berlin Heidelberg, 2010.
Subjects:
Online Access:https://ezaccess.library.uitm.edu.my/login?url=http://dx.doi.org/10.1007/978-3-642-03479-4