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Advanced Mathematical Methods for Finance

Julia Di Nunno




[PDF.yw38] Advanced Mathematical Methods for Finance

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 |  2011-03-29 |  2011-03-29 | File type: PDF

||From the Back Cover|This book presents innovations in the mathematical foundations of financial analysis and numerical methods for finance and applications to the modeling of risk. The topics selected include measures of risk, credit contagion, insider trading,

This book presents innovations in the mathematical foundations of financial analysis and numerical methods for finance and applications to the modeling of risk. The topics selected include measures of risk, credit contagion, insider trading, information in finance, stochastic control and its applications to portfolio choices and liquidation, models of liquidity, pricing, and hedging. The models presented are based on the use of Brownian motion, Lévy processes and ...

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