Walter Schachermayer – författare
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9 produkter
Advanced Financial Modelling
Av Hansjörg Albrecher, Wolfgang J. Runggaldier m. fl.
Inbunden, 2009
2842 kr
Lägg i varukorg
This book is a collection of state–of–the–art surveys on various topics in mathematical finance, with an emphasis on recent modelling and computational approaches. The volume is related to a 'Special Semester on Stochastics with Emphasis on Finance' that took place from September to December 2008 …
Advanced Financial Modelling
Av Walter Schachermayer, Wolfgang J. Runggaldier m. fl.
E-bok, 2009
2881 kr
Lägg i varukorg
This book is a collection of state–of–the–art surveys on various topics in mathematical finance, with an emphasis on recent modelling and computational approaches. The volume is related to a ''Special Semester on Stochastics with Emphasis on Finance'' that took place from September to December 2008 …
Mathematics of Arbitrage
Av Freddy Delbaen, Walter Schachermayer
Inbunden, 2005
1425 kr
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This book presents a rigorous mathematical treatment of the theory of pricing and hedging of derivative securities by the principle of "no arbitrage". The first part presents a relatively elementary introduction, restricting itself to the case of finite probability spaces. The second part consists …
Stochastic Methods in Finance
Lectures given at the C.I.M.E.-E.M.S. Summer School held in Bressanone/Brixen, Italy, July 6-12, 2003
Av Kerry Back, Tomasz R. Bielecki m. fl.
Häftad, 2004
551 kr
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This volume includes the five lecture courses given at the CIME-EMS School on "Stochastic Methods in Finance" held in Bressanone/Brixen, Italy 2003. It deals with innovative methods, mainly from stochastic analysis, that play a fundamental role in the mathematical modelling of finance and …
Mathematics of Arbitrage
Av Walter Schachermayer, Freddy Delbaen
E-bok, 2006
1785 kr
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This book presents a rigorous mathematical treatment of the theory of pricing and hedging of derivative securities by the principle of "e;no arbitrage"e;. The first part presents a relatively elementary introduction, restricting itself to the case of finite probability spaces. The second …
Lectures on Probability Theory and Statistics
Ecole d'Eté de Probabilités de Saint-Flour XXX - 2000
Av Sergio Albeverio, Walter Schachermayer m. fl.
Häftad, 2003
496 kr
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In World Mathematical Year 2000 the traditional St. Flour Summer School was hosted jointly with the European Mathematical Society. Sergio Albeverio reviews the theory of Dirichlet forms, and gives applications including partial differential equations, stochastic dynamics of quantum systems, quantum …
Stochastic Methods in Finance
Lectures given at the C.I.M.E.-E.M.S. Summer School held in Bressanone/Brixen, Italy, July 6-12, 2003
Av Walter Schachermayer, Shige Peng m. fl.
E-bok, 2004
712 kr
Lägg i varukorg
This volume includes the five lecture courses given at the CIME-EMS School on "Stochastic Methods in Finance" held in Bressanone/Brixen, Italy 2003. It deals with innovative methods, mainly from stochastic analysis, that play a fundamental role in the mathematical modelling of finance and …
Lectures on Probability Theory and Statistics
Ecole d''Eté de Probabilités de Saint-Flour XXX - 2000
Av Walter Schachermayer, Sergio Albeverio m. fl.
E-bok, 2003
554 kr
Lägg i varukorg
In World Mathematical Year 2000 the traditional St. Flour Summer School was hosted jointly with the European Mathematical Society. Sergio Albeverio reviews the theory of Dirichlet forms, and gives applications including partial differential equations, stochastic dynamics of quantum systems, quantum …
Mathematics of Arbitrage
Av Freddy Delbaen, Walter Schachermayer
Häftad, 2010
1425 kr
Lägg i varukorg
This book presents a rigorous mathematical treatment of the theory of pricing and hedging of derivative securities by the principle of "no arbitrage". The first part presents a relatively elementary introduction, restricting itself to the case of finite probability spaces. The second part consists …
