Financial mathematics in times of crisis

MaRDI QIDQ5250609zbMATH OpenFDO

Authors Arturo Valdivia

Publication date 21 May 2015

zbMATH Keywords

credit riskmathematical financestochastic calculusstochastic modellingstochastic processes

Mathematics Subject Classification ID

Foundations of stochastic processes (60G05) Applications of stochastic analysis (to PDEs, etc.) (60H30) Credit risk (91G40)

Recommendations

• Financial mathematics: between stochastic differential equations and financial crisis (panel discussion contribution)
• Mathematics in financial risk management
• Review Paper. A survey of mathematical finance
• Mathematics and finance
• scientific article; zbMATH DE number 5723836

Cited in

(4)

• Four theorems and a financial crisis
• Financial mathematics: between stochastic differential equations and financial crisis (panel discussion contribution)
• The devil is in the tails: actuarial mathematics and the subprime mortgage crisis
• scientific article; zbMATH DE number 3896617 (Why is no real title available?)

This page was built for publication: Financial mathematics in times of crisis

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5250609)