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Mathematical Finance: Workshop of the Mathematical Finance Research Project, Konstanz, Germany, October 5–7, 2000 (Trends in Mathematics) by Sergio Albeverio, LanJun Lao, XueLei Zhao (auth.), Michael Kohlmann, Shanjian Tang (eds.) is a nonfiction available to read on EtoBox.
What is Mathematical Finance: Workshop of the Mathematical Finance Research Project, Konstanz, Germany, October 5–7, 2000 (Trends in Mathematics) about?
The Year 2000 Is The Centenary Year Of The Publication Of Bachelier's Thesis Which - Together With Harry Markovitz Ph.d. Dissertation On Portfolio Selection In 1952 And Fischer Black's And Myron Scholes' Solution Of An Option Pricing Problem In 1973 - Is Considered As The Starting Point Of Modern Finance As A Mathematical Discipline. On This Remarkable Anniversary The Workshop On Mathematical Finance Held At The University Of Konstanz Brought Together Practitioners, Economists And Mathematicians To Discuss The State Of The Art. Apart From Contributions To The Known Discrete, Brownian, And Lévy Process Models, First Attempts To Describe A Market In A Reasonable Way By A Fractional Brownian Motion Model Are Presented, Opening Many New Aspects For Practitioners And New Problems For Mathematicians. As Most Dynamical Financial Problems Are Stochastic Filtering Or Control Problems Many Talks Presented Adaptations Of Control Methods And Techniques To The Classical Financial Problems In • Portfolio Selection • Irreversible Investment • Risk Sensitive Asset Allocation • Capital Asset Pricing • Hedging Contingent Claims • Option Pricing • Interest Rate Theory. The Contributions Of Practition
Who reads Mathematical Finance: Workshop of the Mathematical Finance Research Project, Konstanz, Germany, October 5–7, 2000 (Trends in Mathematics)?
It is typically read by self-directed learners exploring a subject in depth.
Common subject areas: history, science, philosophy, social sciences.
- Author
- Sergio Albeverio, LanJun Lao, XueLei Zhao (auth.), Michael Kohlmann, Shanjian Tang (eds.)
- Publisher
- Birkhäuser Basel
- Published
- 2001
- Language
- EN
- ISBN
- 9783034882910
- Category
- nonfiction
- Subjects
- Mathematics, Business, Others
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