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.

By: UIMP-RSME Santal�o Summer School (2007 : Universidad Internacional Men�endez Pelayo)Contributor(s): Carrillo Men�endez, Santiago, 1950- | Fern�andez P�erez, Jos�e Luis | American Mathematical Society | Real Sociedad Matem�atica Espa�nolaMaterial type: TextTextSeries: 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 | Contents
Contents:
Hedge funds as knock-out options / Marcos Escobar, Stefan Kr�amer, Florian Scheibl, Luis Seco and Rudi Zagst -- http://www.ams.org/conm/515/ http://dx.doi.org/10.1090/conm/515/10119 Rough paths based numerical algorithms in computational finance / Lajos Gergely Gyurk�o and Terry Lyons -- http://www.ams.org/conm/515/ http://dx.doi.org/10.1090/conm/515/10120 Hedge funds / Luis A. Seco and Fangyuan Chen -- http://www.ams.org/conm/515/ http://dx.doi.org/10.1090/conm/515/10121 Modeling and pricing credit derivatives / Rudi Zagst and Matthias Scherer -- http://www.ams.org/conm/515/ http://dx.doi.org/10.1090/conm/515/10122
Item type: E-BOOKS
Tags from this library: No tags from this library for this title. Log in to add tags.
    Average rating: 0.0 (0 votes)
Current library Home library Call number Materials specified URL Status Date due Barcode
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://www.ams.org/conm/515/

http://dx.doi.org/10.1090/conm/515/10119

http://www.ams.org/conm/515/

http://dx.doi.org/10.1090/conm/515/10120

http://www.ams.org/conm/515/

http://dx.doi.org/10.1090/conm/515/10121

http://www.ams.org/conm/515/

http://dx.doi.org/10.1090/conm/515/10122

Access is restricted to licensed institutions

Electronic reproduction. Providence, Rhode Island : American Mathematical Society. 2012

Mode of access : World Wide Web

Description based on print version record.

There are no comments on this title.

to post a comment.
The Institute of Mathematical Sciences, Chennai, India

Powered by Koha