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

This book discusses the interplay of stochastics (applied probability theory) and numerical analysis in the field of quantitative finance. The stochastic models

This new and unique book demonstrates that Excel and VBA can play an important role in the explanation and implementation of numerical methods across finance. A

Analysis, Geometry, and Modeling in Finance: Advanced Methods in Option Pricing is the first book that applies advanced analytical and geometrical methods used