Advances in Finance and
Stochastics
Essays in Honour of Dieter
Sondermann
Sandmann, K., Johannes
Gutenberg-Universität Mainz, Germany;
Schönbucher, P.J.,
Rheinische Friedrich-Wilhelms-Universität Bonn, Germany (Eds.)
In many areas of finance and
stochastics, significant advances have been made since this field of research was opened
by Black, Scholes and Merton in 1973. Advances in Finance and Stochastics contains a
collection of original articles by a number of highly distinguished authors on research
topics that are currently in the focus of interest of both academics and practitioners.
The topics span risk management, portfolio theory and multi-asset derivatives, market
imperfections, interest-rate modelling and exotic options.
Keywords: Mathematical
Finance, exotic options, risk management, incomplete markets
312 pages