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Cover image for book Advances in Finance and Stochastics

Advances in Finance and Stochastics

Essays in Honour of Dieter Sondermann
By:Klaus Sandmann; Philip J. Schönbucher
Publisher:Springer Nature
Print ISBN:9783540434641
eText ISBN:9783662047903
Edition:1
Copyright:2002
Format:Page Fidelity

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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.