Advances in Mathematical Finance
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The work Advances in Mathematical Finance represents a distinct intellectual or artistic creation found in University of Manitoba Libraries. This resource is a combination of several types including: Work, Language Material, Books.
The Resource
Advances in Mathematical Finance
Resource Information
The work Advances in Mathematical Finance represents a distinct intellectual or artistic creation found in University of Manitoba Libraries. This resource is a combination of several types including: Work, Language Material, Books.
 Label
 Advances in Mathematical Finance
 Statement of responsibility
 edited by Michael C. Fu, Robert A. Jarrow, JuYi Yen, Robert J Elliott
 Subject

 Engineering mathematics
 Finance
 Macroeconomics
 Macroeconomics/Monetary Economics//Financial Economics
 Mathematical and Computational Engineering
 Mathematics
 Quantitative Finance
 Actuarial Sciences
 Applications of Mathematics
 Economic Theory/Quantitative Economics/Mathematical Methods
 Economic theory
 Language

 eng
 eng
 Summary
 This selfcontained volume brings together a collection of chapters by some of the most distinguished researchers and practitioners in the fields of mathematical finance and financial engineering. Presenting stateoftheart developments in theory and practice, the Festschrift is dedicated to Dilip B. Madan on the occasion of his 60th birthday. Specific topics covered include: * Theory and application of the VarianceGamma process * Lévy process driven fixedincome and creditrisk models, including CDO pricing * Numerical PDE and Monte Carlo methods * Asset pricing and derivatives valuation and hedging * Itô formulas for fractional Brownian motion * Martingale characterization of asset price bubbles * Utility valuation for credit derivatives and portfolio management Advances in Mathematical Finance is a valuable resource for graduate students, researchers, and practitioners in mathematical finance and financial engineering. Contributors: H. Albrecher, D. C. Brody, P. Carr, E. Eberlein, R. J. Elliott, M. C. Fu, H. Geman, M. Heidari, A. Hirsa, L. P. Hughston, R. A. Jarrow, X. Jin, W. Kluge, S. A. Ladoucette, A. Macrina, D. B. Madan, F. Milne, M. Musiela, P. Protter, W. Schoutens, E. Seneta, K. Shimbo, R. Sircar, J. van der Hoek, M.Yor, T. Zariphopoulou
 Dewey number
 332.0151
 http://bibfra.me/vocab/relation/httpidlocgovvocabularyrelatorsedt

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 Language note
 English
 LC call number
 HG87798793
 Literary form
 non fiction
 Nature of contents
 dictionaries
 Series statement
 Applied and Numerical Harmonic Analysis,
Context
Context of Advances in Mathematical FinanceWork of
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