Advanced Mathematical Methods for Finance

Advanced Mathematical Methods for Finance (2011)
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Your search terms. The confrence program consists of plenary lectures, invited and contributed sessions, and posters, addressing a full range of topics in mathematical finance and its applications including: - Stochastic volatility modelling - Mean-field games and stochastic control - Machine learning in mathematical finance - Computational finance in high dimension - Risk measures - Financial technology - Robust finance and model risk - Optimal transport - Collaterization and XVA - Portfolio optimization - Credit risk and multi-curve term structure modelling - Insurance - Commodity markets.

About This Item

The diversity of the topics makes the book suitable for graduate students, researchers and practitioners in the areas of financial modeling and quantitative finance. The chapters will also be of interest to experts in the financial market interested in new methods and products. Product details Format Hardback pages Dimensions x x Back cover copy This book presents innovations in the mathematical foundations of financial analysis and numerical methods for finance and applications to the modeling of risk.

Table of Contents

This book presents innovations in the mathematical foundations of financial analysis and numerical methods for finance and applications to the modeling of risk. MAT – Advanced Mathematical Methods in Finance This course deals with topics within advanced stochastic analysis, which are of particular interest.

Table of contents Dynamic risk measures. Their work in stochastic analysis, control, and mathematical finance is internationally highly appreciated.

Literature (selected chapters)

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Course content This course deals with topics within advanced stochastic analysis, which are of particular interest. Statistics Dissertation. His main areas of research are in financial mathematics portfolio optimization, transaction costs, modelling of inflation, dividends and longevity and stochastic control control of continuous-time stochastic processes with applications in finance, worst-case-control. Home Mathematical Methods for Finance. Responsible for this page studieredaktor admin.

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, L vy processes and jump diffusions. Moreover, fractional Brownian motion and ambit processes are also introduced at various levels.

The chosen blend of topics gives an overview of the frontiers of mathematics for finance. New results, new methods and new models are all introduced in different forms according to the subject.

Advanced Mathematical Methods for Finance (AMaMeF

Additionally, the existing literature on the topic is reviewed. The diversity of the topics makes the book suitable for graduate students, researchers and practitioners in the areas of financial modeling and quantitative finance. The chapters will also be of interest to experts in the financial market interested in new methods and products. Specifications Publisher Springer.

Elements of Quantitative Finance - 1

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