Ernst Eberlein is professor emeritus at the University of Freiburg. After studying mathematics and physics at the universities of Erlangen and Paris, he received a Dr. rer. nat. at the University of Erlangen-Nürnberg and his habilitation in mathematics from ETH Zürich. For a period of ten years he served as Executive Secretary of the Bachelier Finance Society. From 2006 to 2013 he acted as co-editor of the journal Mathematical Finance.
Jan Kallsen is professor of mathematics at Kiel University. Having studied Mathematics and Physics in Kiel, Freiburg, Boston and Vienna, he received a Dr. rer. nat. and his habilitation from the University of Freiburg. Before coming to Kiel he held a position as professor of Mathematical Finance at the Technical University of Munich.
2 电子书 Ernst Eberlein
Ernst Eberlein & Marjorie Hahn: High Dimensional Probability
What is high dimensional probability? Under this broad name we collect topics with a common philosophy, where the idea of high dimension plays a key role, either in the problem or in the methods by w …
PDF
英语
DRM
€164.23
Ernst Eberlein & Jan Kallsen: Mathematical Finance
Taking continuous-time stochastic processes allowing for jumps as its starting and focal point, this book provides an accessible introduction to the stochastic calculus and control of semimartingales …
PDF
英语
€96.29