New Directions in Mathematical Finance - Rilegato

Rilegato

ISBN 10: 0471498173 ISBN 13: 9780471498179

Casa editrice: John Wiley & Sons Inc, 2002

Riassunto

"New Directions in Mathematical Finance" ist eine Sammlung von Beiträgen der im Dezember 1999 in Mailand abgehaltenen Konferenz zum Thema Finanzmodelle. An der Konferenz nahmen führende Vertreter des Bereichs 'Quantitative Finance' teil, um aktuelle Techniken zur Modellbildung in verschiedenen Bereichen der Finanztechnik zu diskutieren. Mit Beiträgen von renommierten Experten, wie z.B. David Bakstein, Isabelle Bajeux, Christer Borell, David Epstein, Aldo Nassigh und Henriette Prast. Herausgeber dieses Bandes sind Paul Wilmott und Henrik Rasmussen; sie sind für das einführende Kapitel und die Themenübersicht verantwortlich. Eine interessante und hochaktuelle Lektüre zu ausgewählten Themen der Finanztechnik.

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Informazioni sull?autore

PAUL WILMOTT is a leading protagonist in quantitative finance. He has published many landmark books including Paul Wilmott on Quantitative Finance and Paul Wilmott Introduces Quantitative Finance (both published by John Wiley & Sons Ltd). If you want to learn more about him, try his quantitative finace e-zine.

HENRIK RASMUSSEN is a quantitative analyst at Schroder Salomon Smith Barney (Citigroup) in London, developing models and pricing tools for traders of exotic fixed-income and hybrid derivatives. He holds a Ph.D from the University of Cambridge and has held post-doctorate positions at universities in Britain, France and Italy. Currently, he is a visiting research fellow at the Oxford Centre for Industrial and Applied Mathematics (OCIAM), Mathematical Institute, University of Oxford.

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This book consists of many new and stimulating ideas on the subject of quantitative finance, often challenging conventionally held views. Many interesting models are discussed on a wide variety of subjects. These include mean-variance strategies, passport options and Value at Risk (VaR).

Many experts in quantitative finance have contributed to this book including:
* Isabelle Bajeux-Besnainou

* David Bakstein

* Christer Borell

* David Epstein

* Philip Hua

* Aldo Nassigh

* Antony Penaud

* Andrea Piazzetta

* Roland Portrait

* Henriette Prast

* Ferdinando Samaria

Dettagli dell'edizione

• Editore: John Wiley & Sons Inc
• Data di pubblicazione: 2002
• Lingua: Inglese
• ISBN 10: 0471498173
• ISBN 13: 9780471498179
• Rilegatura: Copertina rigida
• Numero di pagine: 192
• Redattore: Wilmott Paul, Rasmussen Henrik O.
• Contatto del produttore: non disponibile
• Persona responsabile: non disponibile