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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
Corporate Author: SpringerLink (Online service)
Other Authors: Friz, Peter K. (Editor, http://id.loc.gov/vocabulary/relators/edt), Gatheral, Jim. (Editor, http://id.loc.gov/vocabulary/relators/edt), Gulisashvili, Archil. (Editor, http://id.loc.gov/vocabulary/relators/edt), Jacquier, Antoine. (Editor, http://id.loc.gov/vocabulary/relators/edt), Teichmann, Josef. (Editor, http://id.loc.gov/vocabulary/relators/edt)
Format: Electronic eBook
Language:English
Published: Cham : Springer International Publishing : Imprint: Springer, 2015.
Edition:1st ed. 2015.
Series:Springer Proceedings in Mathematics & Statistics, 110
Subjects:
Economics, Mathematical .
Probabilities.
Approximation theory.
Differential geometry.
Quantitative Finance.
Probability Theory and Stochastic Processes.
Approximations and Expansions.
Differential Geometry.
Online Access:https://doi.org/10.1007/978-3-319-11605-1
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https://doi.org/10.1007/978-3-319-11605-1

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