Advances in Finance and Stochastics : Essays in Honour of Dieter Sondermann - Klaus Sandmann

Advances in Finance and Stochastics

Essays in Honour of Dieter Sondermann

By: Klaus Sandmann (Editor), Philip J. Schönbucher (Editor)

Hardcover | 23 April 2002

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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.
Industry Reviews

From the reviews:

"This book marks the 65th birthday of Dieter Sondermann, the founding editor of the journal Finance and Stochastics. ... There is a great variety of papers contained in this book and all at a high level. Certainly there is something for everyone interested in financial mathematics here, ranging from theoretical through to applied works and covering most of the branches in the field. ... This is an excellent collection which I will enjoy making use of in the years to come." (Andrew Cairns, ASTIN Bulletin, Vol. 32 (2), 2002)

Other Editions and Formats

Paperback

Published: 4th December 2010

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