Large Deviations and Asymptotic Methods in Finance

Large Deviations and Asymptotic Methods in Finance

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Jun 29, 2015 · English · Hardcover (599 pages)
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Book Details

Format Hardcover
Pages 599
Language English
Published Jun 29, 2015
Publisher Springer
ISBN-10 3319116045
ISBN-13 9783319116044

Description

This scholarly work delves into the intricate relationship between large deviations and asymptotic methods within the realm of finance. Through a comprehensive exploration of complex mathematical topics such as differential geometry and asymptotic expansions, the authors aim to bridge theoretical concepts and practical finance applications. The insights offered are invaluable for researchers and practitioners seeking to understand the behavior of financial models under extreme conditions, expanding upon traditional methodologies.

In this collaborative effort, renowned experts combine their extensive knowledge to present a thorough examination of the sophisticated frameworks used to analyze risk and uncertainty in financial systems. By integrating advanced mathematical techniques with real-world finance, they provide readers with an essential resource that enhances both academic pursuits and professional practices in quantitative finance.

Genres

Business & Economics
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