Contemporary Quantitative Finance

Contemporary Quantitative Finance

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This volume contains a collection of papers dedicated to Professor Eckhard Platen to celebrate his 60th birthday, which occurred in 2009. The contributions have been written by a number of his colleagues and co-authors. All papers have been - viewed and presented as keynote talks at the international conference a€œQuantitative Methods in Financea€ (QMF) in Sydney in December 2009. The QMF Conference Series was initiated by Eckhard Platen in 1993 when he was at the Australian - tional University (ANU) in Canberra. Since joining UTS in 1997 the conference came to be organised on a much larger scale and has grown to become a signi?cant international event in quantitative ?nance. Professor Platen has held the Chair of Quantitative Finance at the University of Technology, Sydney (UTS) jointly in the Faculties of Business and Science since 1997. Prior to this appointment, he was the Founding Head of the Centre for Fin- cial Mathematics at the Institute of Advanced Studies at ANU, a position to which he was appointed in 1994. Eckhard completed a PhD in Mathematics at the Technical University in Dresden in 1975 and in 1985 obtained his Doctor of Science degree (Habilitation degree in the German system) from the Academy of Sciences in Berlin where he headed the Stochastics group at the Weierstrass Institute.Ann. Appl. Probab. 16(1), 140a€“184 (2006) 7. dos Reis, G.: On some properties of solutions of quadratic growth BSDE and applications in finance and insurance. PhD thesis, Humboldt University (2009) 8. El Karoui, N., Peng, S., Quenez, M.C.: anbsp;...


Title:Contemporary Quantitative Finance
Author: Carl Chiarella, Alexander Novikov
Publisher:Springer Science & Business Media - 2010-07-23
ISBN-13:

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