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Mathematics in finance : UIMP-RSME Lluis A. Santaló Summer School, Mathematics in Finance and Insurance, July 16-20, 2007, Universidad Internacional Menéndez Pelayo, Santander, Spain

Author: Santiago Carrillo Menéndez; José Luis Fernández Pérez; American Mathematical Society.; Real Sociedad Matemática Española.
Publisher: Providence, R.I. : American Mathematical Society, ©2010.
Series: Contemporary mathematics (American Mathematical Society), v. 515.
Edition/Format:   eBook : Document : Conference publication : EnglishView all editions and formats
Database:WorldCat
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Genre/Form: Electronic books
Conference papers and proceedings
Congresses
Additional Physical Format: Print version:
Mathematics in finance
(DLC) 2010003412
(OCoLC)511615049
Material Type: Conference publication, Document, Internet resource
Document Type: Internet Resource, Computer File
All Authors / Contributors: Santiago Carrillo Menéndez; José Luis Fernández Pérez; American Mathematical Society.; Real Sociedad Matemática Española.
ISBN: 9780821881941 0821881949
OCLC Number: 827788631
Description: 1 online resource (viii, 146 pages) : illustrations.
Contents: Hedge funds as knock-out options / Marcos Escobar, Stefan Krämer, Florian Scheibl, Luis Seco and Rudi Zagst --
Rough paths based numerical algorithms in computational finance / Lajos Gergely Gyurkó and Terry Lyons --
Hedge funds / Luis A. Seco and Fangyuan Chen --
Modeling and pricing credit derivatives / Rudi Zagst and Matthias Scherer --
Series Title: Contemporary mathematics (American Mathematical Society), v. 515.
Responsibility: Santiago Carrillo Menéndez, José Luis Fernández Pérez, editors.

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