Andrea Pascucci is Professor of Financial Mathematics at the University of Bologna where he is also director of a master in Math Finance. His research interests include partial differential equations and stochastic analysis with applications to finance, with a special focus on option pricing, volatility modeling and analytical methods.Wolfgang Runggaldier is Professor in Probability at the University of Padova. His research interests are in the general area of stochastic dynamical systems and, since about twenty years, mainly in financial mathematics. In this latter area he has been conducting extensive research, lecturing in various places, supervising students, organizing meetings and workshops and taking part in editorial boards.
4 Ebooks par Wolfgang J. Runggaldier
Andrea Pascucci & Wolfgang J. Runggaldier: Financial Mathematics
With the Bologna Accords a bachelor-master-doctor curriculum has been introduced in various countries with the intention that students may enter the job market already at the bachelor level. Since fi …
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Anglais
€41.64
Hansjörg Albrecher & Wolfgang J. Runggaldier: Advanced Financial Modelling
This book is a collection of state–of–the–art surveys on various topics in mathematical finance, with an emphasis on recent modelling and computational approaches. The volume is related to a ‘Special …
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Anglais
DRM
€210.00
Kerry Back & Tomasz R. Bielecki: Stochastic Methods in Finance
This volume includes the five lecture courses given at the CIME-EMS School on "Stochastic Methods in Finance" held in Bressanone/Brixen, Italy 2003. It deals with innovative methods, mainly …
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Anglais
DRM
€57.78
Bruno Biais & Thomas Bjork: Financial Mathematics
Financial Mathematics is an exciting, emerging field of application. The five sets of course notes in this book provide a bird’s eye view of the current "state of the art" and directions of …
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Anglais
DRM
€50.84