{"product_id":"9780817645441","title":"Applied and Numerical Harmonic Analysis","description":"\u003ch1\u003eApplied and Numerical Harmonic Analysis\u003c\/h1\u003e \u003ch2\u003eFu, Michael C.; Jarrow, Robert A.; Yen, Ju-Yi; Elliott, Robert J\u003c\/h2\u003e \u003cp\u003e\u003c\/p\u003e\u003cp\u003eThis self-contained volume brings together a collection of chapters by some of the most distinguished researchers and practitioners in the fields of mathematical finance and financial engineering. Presenting state-of-the-art developments in theory and practice, the Festschrift is dedicated to Dilip B. Madan on the occasion of his 60th birthday.\u003c\/p\u003e\u003cp\u003eSpecific topics covered include:\u003c\/p\u003e\u003cp\u003e* Theory and application of the Variance-Gamma process\u003c\/p\u003e\u003cp\u003e* Lévy process driven fixed-income and credit-risk models, including CDO pricing\u003c\/p\u003e\u003cp\u003e* Numerical PDE and Monte Carlo methods\u003c\/p\u003e\u003cp\u003e* Asset pricing and derivatives valuation and hedging\u003c\/p\u003e\u003cp\u003e* Itô formulas for fractional Brownian motion\u003c\/p\u003e\u003cp\u003e* Martingale characterization of asset price bubbles\u003c\/p\u003e\u003cp\u003e* Utility valuation for credit derivatives and portfolio management\u003c\/p\u003e\u003cp\u003e\u003cem\u003eAdvances in Mathematical Finance\u003c\/em\u003e is a valuable resource for graduate students, researchers, and practitioners in mathematical finance and financialengineering.\u003c\/p\u003e\u003cp\u003e\u003c\/p\u003e\u003cp\u003eContributors: H. Albrecher, D. C. Brody, P. Carr, E. Eberlein, R. J. Elliott, M. C. Fu, H. Geman, M. Heidari, A. Hirsa, L. P. Hughston, R. A. Jarrow, X. Jin, W. Kluge, S. A. Ladoucette, A. Macrina, D. B. Madan, F. Milne, M. Musiela, P. Protter, W. Schoutens, E. Seneta, K. Shimbo, R. Sircar, J. van der Hoek, M.Yor, T. Zariphopoulou\u003c\/p\u003e \u003ch3\u003eDetails\u003c\/h3\u003e \u003cp\u003ePublished by: Birkhäuser\u003c\/p\u003e \u003cp\u003ePublication Date: 2007-07-30\u003c\/p\u003e \u003cp\u003eFormat: Hardcover\u003c\/p\u003e \u003cp\u003eISBN-13: 9780817645441\u003c\/p\u003e \u003cp\u003eDOI: 10.1007\/978-0-8176-4545-8\u003c\/p\u003e \u003cp\u003eDimensions: 235cm x156cm\u003c\/p\u003e \u003cp\u003ePages: 336\u003c\/p\u003e ","brand":"Birkhäuser Boston","offers":[{"title":"Default Title","offer_id":45417047654540,"sku":"9780817645441","price":98.99,"currency_code":"USD","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0710\/9545\/1788\/files\/9780817645441.jpg?v=1775740784","url":"https:\/\/lateknightbooks.com\/products\/9780817645441","provider":"Late Knight Books and Services, LLC","version":"1.0","type":"link"}