Walter Schachermeyer, born in 1950 in Linz, Austria, has received–as the first mathematician–the 1998 Wittgenstein Award, Austria”s highest honor for scienctific achievement. Since 1998 he holds the Chair for Actuarial and Financial Mathematics at the Vienna University of Technolgoy. Among his achievements is the proof of the “Fundamental Theorem of Asset Pricing” in its general form, which was done in joint work with Freddy Delbaen.
Freddy Delbaen, born in 1946 in Duffel/Antwerpen, Belgium, is Professor for Financial Mathematics at the ETH in Zurich since 1995.
4 Електронні книги від Walter Schachermayer
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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Англійська
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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Англійська
DRM
€57.78
Sergio Albeverio & Walter Schachermayer: Lectures on Probability Theory and Statistics
In World Mathematical Year 2000 the traditional St. Flour Summer School was hosted jointly with the European Mathematical Society. Sergio Albeverio reviews the theory of Dirichlet forms, and gives ap …
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Англійська
DRM
€43.72