Advances in Finance and Stochastics

Essays in Honour of Dieter Sondermann

Editors: Sandmann, Klaus, Schönbucher, Philip J. (Eds.)

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  • ISBN 978-3-662-04790-3
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About this book

In many areas of finance and stochastics, significant advances have been made since this field of research was opened by Black, Scholes and Merton in 1973. Advances in Finance and Stochastics contains a collection of original articles by a number of highly distinguished authors on research topics that are currently in the focus of interest of both academics and practitioners. The topics span risk management, portfolio theory and multi-asset derivatives, market imperfections, interest-rate modelling and exotic options.

Reviews

From the reviews:

"This book marks the 65th birthday of Dieter Sondermann, the founding editor of the journal Finance and Stochastics. … There is a great variety of papers contained in this book and all at a high level. Certainly there is something for everyone interested in financial mathematics here, ranging from theoretical through to applied works and covering most of the branches in the field. … This is an excellent collection which I will enjoy making use of in the years to come." (Andrew Cairns, ASTIN Bulletin, Vol. 32 (2), 2002)


Table of contents (16 chapters)

Table of contents (16 chapters)

Buy this book

eBook $79.99
price for USA (gross)
  • ISBN 978-3-662-04790-3
  • Digitally watermarked, DRM-free
  • Included format: PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Hardcover $99.99
price for USA
  • ISBN 978-3-540-43464-1
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
Softcover $99.00
price for USA
  • ISBN 978-3-642-07792-0
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.

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Bibliographic Information

Bibliographic Information
Book Title
Advances in Finance and Stochastics
Book Subtitle
Essays in Honour of Dieter Sondermann
Editors
  • Klaus Sandmann
  • Philip J. Schönbucher
Copyright
2002
Publisher
Springer-Verlag Berlin Heidelberg
Copyright Holder
Springer-Verlag Berlin Heidelberg
eBook ISBN
978-3-662-04790-3
DOI
10.1007/978-3-662-04790-3
Hardcover ISBN
978-3-540-43464-1
Softcover ISBN
978-3-642-07792-0
Edition Number
1
Number of Pages
XX, 312
Topics