Erschienen: 01.06.2001 Abbildung von Kohlmann / Shanjian | Mathematical Finance | 2001

Kohlmann / Shanjian

Mathematical Finance

Workshop of the Mathematical Finance Research Project, Konstanz, Germany, October 5–7, 2000

lieferbar ca. 10 Tage als Sonderdruck ohne Rückgaberecht

181,89 €

inkl. Mwst.

2001. Buch. 374 S. Bibliographien. Hardcover

Birkhäuser. ISBN 978-3-7643-6553-0

Format (B x L): 15,5 x 23,5 cm

Gewicht: 1560 g

In englischer Sprache

Das Werk ist Teil der Reihe: Trends in Mathematics

Produktbeschreibung

In the centenary year of the publication of Bachelier's thesis, what today is considered as the foundation of modern finance, we had the opportunity to invite experts in this relatively new field in mathematics to participate in a meeting at the University of Konstanz, Germany. This could be the place to consider the historical development, but as Professor Girlich presented a remarkable lecture on the past of what now is known as mathematical finance, we refer the reader to the article in this volume. Instead w etak e the opportunity to express our thanks to those colleagues who made this workshop possible: to Professor Sondermann, University of Bonn, Ger­ many, who in a sense initiated the idea, to our friends Mark Davis, Robert Elliott, and Xun Yu Zhou, whose advices were extremely helpful in establishing the pro­ gram of the conference, and to the invited lecturers Nicole EI Karoui, Ec khard Platen, and Stan Pliska for carefully preparing their lectures. Also w egratefully appreciate our students' help during the conference and Mrs Weisser's successful efforts in providing our guests with visa and hotel reservations. Last we should mention the students of the business department who organized a great conference dinner on Mainau island and who documented the meeting in a lot of photos. Finally we thank our wives Evi and Jie for giving us leave from home (-v.ork) to organize the conference.

Gesamtwerk

Die 8. Auflage ist wieder auf sechs Bände angelegt. Darin finden sich übersichtlich und in systematischer Gliederung Vertragsmuster aus der Feder erfahrener Experten. Jedem dieser Muster folgen Anmerkungen, mit denen der dem Vertragsentwurf zu Grunde liegende Sachverhalt und die Gründe für die Wahl des spezifischen Formulars erläutert werden.

Autoren

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