Arbeitsgruppe Finanzmathematik / Workgroup Financial Mathematics

Aktuelles / News

Proceedings  "Advanced Modelling in Mathematical Finance"

 

This Festschrift resulted from a workshop on “Advanced Modelling in Mathematical Finance” held in honour of Ernst Eberlein’s 70th birthday,  from 20 to 22 May 2015 in Kiel, Germany. It includes contributions by  several  invited speakers at the workshop, including several of Ernst Eberlein’s long-standing collaborators and former students. Advanced mathematical techniques play an ever-increasing role in modern quantitative finance. Written by leading experts from academia and financial practice, this book offers state-of-the-art papers on the application of jump processes in thematical finance, on term-structure modelling, and on statistical aspects of financial modelling. It is aimed at graduate students and researchers interested in mathematical finance, as well as practitioners wishing to learn about the latest developments.

 

For more information see http://link.springer.com/book/10.1007/978-3-319-45875-5.

        

Zwei Studenten und eine Tasse Kaffee

 

 


 

 

AMMF

 

The goal of this workshop was to discuss current trends and models in financial mathematics,
including but not limited to processes with jumps, derivatives, term-structure modelling,
and computational aspects.