Peter Carr Gedenkschrift: Research Advances In Mathematical Finance

Regular price €223.20
Quantity:
Delivery/Collection within 10-20 working days
Shipping & Delivery
Age Group_Uncategorized
Age Group_Uncategorized
Asset Price Bubbles
Asset Pricing
automatic-update
B01=Dilip B Madan
B01=Robert A Jarrow
Bonds
Category1=Non-Fiction
Category=KFF
Category=PBW
Commodities
COP=Singapore
Delivery_Delivery within 10-20 working days
Derivatives
Diffusion Processes
eq_bestseller
eq_business-finance-law
eq_isMigrated=0
eq_isMigrated=2
eq_nobargain
eq_non-fiction
Equilibrium
Futures
Jump Processes
Language_English
Mathematical Finance
No Arbitrage
Optimization
Option Pricing
PA=Available
Portfolio Theory
Price_€100 and above
PS=Active
Quantitative Finance
Securities
softlaunch
Stochastic Integration
Trading Strategies
Volatility

Product details

  • ISBN 9789811280290
  • Publication Date: 14 Dec 2023
  • Publisher: World Scientific Publishing Co Pte Ltd
  • Publication City/Country: SG
  • Product Form: Hardback
  • Language: English
Secure checkout Fast Shipping Easy returns
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 contributions of Peter to Quantitative Finance. A group of Peter's co-authors and professional friends contributed chapters for this Gedenkschrift shortly after his passing. The papers were received by September 15, 2022 and some were presented at the Peter Carr Gedenkschrift Conference held at the Robert H Smith School of Business on November 11, 2022. The contributed papers cover a wide range of topics corresponding to the vast range of Peter's interests. Each paper represents new research results in recognition of Peter's scholarly activities. The book serves as an important marker for the research knowledge existing at the time of the Gedenkschrift's publication on a number of topics within quantitative finance. It reflects the diverse interactions between mathematics and finance and illustrates, for those interested, the breadth and depth of this development. The book also presents a collection of tributes to Peter from family and friends including those made at his Memorial Service on March 19, 2022. The result is hopefully a more complete testament to a personal and professional life well lived, and unexpectedly cut short.