Advances in mathematical finance / Michael C. Fu [and others], editors. - xxviii, 334 pages : illustrations ; 25 cm. - Applied and numerical harmonic analysis . - Applied and numerical harmonic analysis. .

"The 'Mathematical Finance Conference in Honor of the 60th Birthday of Dilip B. Madan' was held at the Norbert Wiener Center of the University of Maryland, College Park, from September 29-October 1, 2006, and this volume is a Festschrift in honor of Dilip that includes articles from most of the conference's speakers"--Pref.

Includes bibliographical references.

0817645446 9780817645441

2007924837


Madan, Dilip B.


Finance--Mathematical models--Congresses
Stochastic processes--Congresses
Derivative securities--Prices--Mathematical models--Congresses.
Options (Finance)--Mathematical models--Congresses
Investments--Mathematics--Congresses
Lévy processes--Congresses


Festschriften.

332.0151