Theoretical Foundations for Quantitative Finance

DOI10.1142/10326MaRDI QIDQ5268957zbMATH OpenOpenAlexFDO

Authors Luca Spadafora, G. P. Berman

Publication date 22 June 2017

Full work available at URL https://doi.org/10.1142/10326

Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20) Statistical methods; risk measures (91G70) Credit risk (91G40) Applications of stochastic analysis (to PDEs, etc.) (60H30) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to game theory, economics, and finance (91-01) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory (60-01)

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