Studies mathematical theories and techniques for modeling financial markets. Specific topics include the binomial model, risk neutral pricing, stochastic calculus, connection to partial differential ...

Colleagues from the Institute of Mathematics at University of Zurich will provide expertise in various aspects of stochastic mathematics applied to the models considered. In particular: Erwin ...

The whole picture of Mathematical Modeling is systematically and thoroughly explained in this text for undergraduate and graduate students of mathematics, engineering, economics, finance, biology, ...

In honor of the journal’s 50th anniversary, editors curated a list of influential papers from each year of its history. For ...