Contemporary Quantitative Finance: Essays in Honour of Eckhard Platen - Hardcover

Hardcover

ISBN 10: 3642034780 ISBN 13: 9783642034787

Verlag: Springer, 2010

Über diesen Titel

Reseña del editor

This volume contains a collection of papers dedicated to Professor Eckhard Platen to celebrate his 60th birthday, which occurred in 2009. The contributions have been written by a number of his colleagues and co-authors. All papers have been - viewed and presented as keynote talks at the international conference “Quantitative Methods in Finance” (QMF) in Sydney in December 2009. The QMF Conference Series was initiated by Eckhard Platen in 1993 when he was at the Australian - tional University (ANU) in Canberra. Since joining UTS in 1997 the conference came to be organised on a much larger scale and has grown to become a signi?cant international event in quantitative ?nance. Professor Platen has held the Chair of Quantitative Finance at the University of Technology, Sydney (UTS) jointly in the Faculties of Business and Science since 1997. Prior to this appointment, he was the Founding Head of the Centre for Fin- cial Mathematics at the Institute of Advanced Studies at ANU, a position to which he was appointed in 1994. Eckhard completed a PhD in Mathematics at the Technical University in Dresden in 1975 and in 1985 obtained his Doctor of Science degree (Habilitation degree in the German system) from the Academy of Sciences in Berlin where he headed the Stochastics group at the Weierstrass Institute.

Contraportada

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 solution of equations of mathematical finance, estimation of stochastic processes in finance. The list of authors includes many of the researchers who have made the major contributions to these various areas of mathematical finance.

This volume addresses both researchers and professionals in financial institutions, as well as regulators working in the above mentioned fields.

Über diese Auflage

• Verlag: Springer
• Erscheinungsdatum: 2010
• ISBN 10: 3642034780
• ISBN 13: 9783642034787
• Einband: Tapa dura
• Anzahl der Seiten: 436
• Herausgeber: Chiarella Carl, Novikov Alexander