Mathematical Finance

Ernst Eberlein () and Jan Kallsen ()
Additional contact information
Ernst Eberlein: University of Freiburg
Jan Kallsen: Kiel University

in Springer Finance from Springer, currently edited by Francesca Biagini, Bruno Bouchard, Mark Broadie, Paolo Guasoni, Charles-Albert Lehalle, Mathieu Rosenbaum

Date: 2019
ISBN: 978-3-030-26106-1
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Chapters in this book:

Ch Chapter 1 Discrete Stochastic Calculus

Ernst Eberlein and Jan Kallsen

Ch Chapter 10 Optimal Investment

Ernst Eberlein and Jan Kallsen

Ch Chapter 11 Arbitrage-Based Valuation and Hedging of Derivatives

Ernst Eberlein and Jan Kallsen

Ch Chapter 12 Mean-Variance Hedging

Ernst Eberlein and Jan Kallsen

Ch Chapter 13 Utility-Based Valuation and Hedging of Derivatives

Ernst Eberlein and Jan Kallsen

Ch Chapter 14 Interest Rate Models

Ernst Eberlein and Jan Kallsen

Ch Chapter 2 Lévy Processes

Ernst Eberlein and Jan Kallsen

Ch Chapter 3 Stochastic Integration

Ernst Eberlein and Jan Kallsen

Ch Chapter 4 Semimartingale Characteristics

Ernst Eberlein and Jan Kallsen

Ch Chapter 5 Markov Processes

Ernst Eberlein and Jan Kallsen

Ch Chapter 6 Affine and Polynomial Processes

Ernst Eberlein and Jan Kallsen

Ch Chapter 7 Optimal Control

Ernst Eberlein and Jan Kallsen

Ch Chapter 8 Equity Models

Ernst Eberlein and Jan Kallsen

Ch Chapter 9 Markets, Strategies, Arbitrage

Ernst Eberlein and Jan Kallsen

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DOI: 10.1007/978-3-030-26106-1

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