Fascination financial mathematics: problems, methods and principles

DOI10.1007/S00591-007-0029-8MaRDI QIDQ934743zbMATH OpenOpenAlexFDO

Authors Ralf Korn

Publication date 30 July 2008

Published in Mathematische Semesterberichte (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s00591-007-0029-8

Mathematics Subject Classification ID

Introductory exposition (textbooks, tutorial papers, etc.) pertaining to game theory, economics, and finance (91-01)

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Cites work

• A closed-form solution for options with stochastic volatility with applications to bond and currency options
• Coherent measures of risk
• scientific article; zbMATH DE number 51724 (Why is no real title available?)
• scientific article; zbMATH DE number 1095739 (Why is no real title available?)
• scientific article; zbMATH DE number 1548491 (Why is no real title available?)
• scientific article; zbMATH DE number 6137478 (Why is no real title available?)
• Mixed characteristic homological theorems in low degrees.
• Stochastic finance. An introduction in discrete time
• Stochastics at the stock exchange -- is this necessary?
• The pricing of options and corporate liabilities

Cited in

(3)

• Numerical financial mathematics
• Basic ideas of modern financial mathematics
• The mathematics of Ponzi schemes

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