現代計量ファイナンス（記念論文集）
Contemporary Quantitative Finance
Essays in Honour of Eckhard Platen
Chiarella, C.
Novikov, A.
- 出版社：Springer
- 出版年月：2010年 07月
- ISBN：9783642034787
- 装丁：HRD
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装丁について
- 言語：ENG
- 巻数・ページ数：440 p.
- 内容紹介：
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Several contributors to this volume write a series of articles outlining contemporary advances in a number of key areas such as; optimal control theory applied to finance, interest rate models, credit risk and credit derivatives, use of alternative stochastic processes, numerical solution of equations of mathematical finance, estimation of stochastic processes in finance.