This self-contained volume brings together a collection of chapters by some of the most distinguished researchers and practitioners in the field of mathematical

This Festschrift resulted from a workshop on “Advanced Modelling in Mathematical Finance” held in honour of Ernst Eberlein’s 70th birthday, from 20 to 22

This Gedenkschrift for Peter Carr, our dear friend and colleague who suddenly left us on March 1, 2022, was organized to honor the life and lasting contribution

This book presents innovations in the mathematical foundations of financial analysis and numerical methods for finance and applications to the modeling of risk.

In this text, the author discusses the main aspects of mathematical finance. These include, arbitrage, hedging and pricing of contingent claims, portfolio optim