Mathematics in finance : [electronic resource] UIMP-RSME Lluis A. Santal�o Summer School, Mathematics in Finance and Insurance, July 16-20, 2007, Universidad Internacional Men�endez Pelayo, Santander, Spain / Santiago Carrillo Men�endez, Jos�e Luis Fern�andez P�erez, editors.
Material type: TextSeries: Contemporary mathematics (American Mathematical Society) ; v. 515.Publication details: Providence, R.I. : American Mathematical Society, c2010Description: 1 online resource (viii, 146 p. : ill.)ISBN: 9780821881941 (online)Subject(s): Finance -- Mathematical models -- CongressesAdditional physical formats: Mathematics in finance :DDC classification: 332.01/51 LOC classification: HG106 | .U49 2007Online resources: Contents | ContentsCurrent library | Home library | Call number | Materials specified | URL | Status | Date due | Barcode |
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IMSc Library | IMSc Library | Link to resource | Available | EBK11797 |
"American Mathematical Society ; Real Sociedad Matem�atica Espa�nola."
"Contains four selected survey papers on some aspects of mathematical finance presented and discussed at the 'Lluis A. Santal�o Summer School' that was held in Santander (Spain) on July 2007 as part of the activities of the Universidad Internacional Men�endez Pelayo (UIMP), in collaboration with the Real Sociedad Matem�atica Espa�nola (RSME)"--Preface.
Includes bibliographical references.
Hedge funds as knock-out options / Marcos Escobar, Stefan Kr�amer, Florian Scheibl, Luis Seco and Rudi Zagst -- Rough paths based numerical algorithms in computational finance / Lajos Gergely Gyurk�o and Terry Lyons -- Hedge funds / Luis A. Seco and Fangyuan Chen -- Modeling and pricing credit derivatives / Rudi Zagst and Matthias Scherer --
http://dx.doi.org/10.1090/conm/515/10119
http://dx.doi.org/10.1090/conm/515/10120
http://dx.doi.org/10.1090/conm/515/10121
http://dx.doi.org/10.1090/conm/515/10122
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Electronic reproduction. Providence, Rhode Island : American Mathematical Society. 2012
Mode of access : World Wide Web
Description based on print version record.
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