Large Deviations and Asymptotic Methods in Finance

Large Deviations and Asymptotic Methods in Finance

Topics covered in this volume (large deviations, differential geometry, asymptotic expansions, central limit theorems) give a full picture of the current advances in the application of asymptotic methods in mathematical finance, and thereby provide rigorous solutions to important mathematical and fi...

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Bibliographic Details
Published in:Springer eBooks
Corporate Author: SpringerLink (Online service)
Other Authors: Friz, Peter K. (Editor), Gatheral, Jim (Editor), Gulisashvili, Archil (Editor), Jacquier, Antoine (Editor), Teichmann, Josef (Editor)
Format: eBook
Language:English
Published: Cham : Springer International Publishing : Imprint: Springer, 2015.
Series:Springer Proceedings in Mathematics & Statistics,
Subjects:
mathematics.
Approximation theory.
Economics, Mathematical.
Differential Geometry.
Probabilities.
Mathematics.
Quantitative Finance.
Probability Theory and Stochastic Processes.
Approximations and Expansions.
Online Access:http://dx.doi.org/10.1007/978-3-319-11605-1
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http://dx.doi.org/10.1007/978-3-319-11605-1
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