Advances in Finance and Stochastics: Essays in Honour of Dieter Sondermann

Sandmann, Klaus; Schönbucher, Philip J.

In many areas of finance and stochastics, significant advances have been made since this field of research was opened by Black, Scholes and Merton in 1973. Advances in Finance and Stochastics contains a collection of original articles by a number of highly distinguished authors on research topics that are currently in the focus of interest of both academics and practitioners. The topics span risk management, portfolio theory and multi-asset derivatives, market imperfections, interest-rate modelling and exotic options.

Details

Published by: Springer

Publication Date: 2002-04-23

Format: Hardcover

ISBN-13: 9783540434641

DOI: 10.1007/978-3-662-04790-3

Dimensions: 235cm x155cm

Pages: 312