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The contributors to this volume write a series of articles outlining contemporary advances in a number of key areas of mathematical finance such as, optimal control theory applied to finance, interest rate models, credit risk and credit derivatives, use of alternative stochastic processes, numerical solution of equations of mathematical finance, estimation of stochastic processes in finance. The list of authors includes many of the researchers who have made the major contributions to these various areas of mathematical finance. This volume addresses both researchers and professionals in financial institutions, as well as regulators working in the above mentioned fields.

Finance -- Mathematical models. --- Platen, Eckhard. --- Finance --- Business & Economics --- Finance - General --- Economic Theory --- Mathematical models --- Stochastic differential equations. --- Platen, E. --- Mathematics. --- Economics, Mathematical. --- Numerical analysis. --- Calculus of variations. --- Probabilities. --- Statistics. --- Quantitative Finance. --- Calculus of Variations and Optimal Control; Optimization. --- Probability Theory and Stochastic Processes. --- Statistics for Business/Economics/Mathematical Finance/Insurance. --- Numerical Analysis. --- Differential equations --- Fokker-Planck equation --- Finance. --- Mathematical optimization. --- Distribution (Probability theory. --- Statistics for Business, Management, Economics, Finance, Insurance. --- Statistical analysis --- Statistical data --- Statistical methods --- Statistical science --- Mathematics --- Econometrics --- Distribution functions --- Frequency distribution --- Characteristic functions --- Probabilities --- Optimization (Mathematics) --- Optimization techniques --- Optimization theory --- Systems optimization --- Mathematical analysis --- Maxima and minima --- Operations research --- Simulation methods --- System analysis --- Funding --- Funds --- Economics --- Currency question --- Economics, Mathematical . --- Statistics . --- Probability --- Statistical inference --- Combinations --- Chance --- Least squares --- Mathematical statistics --- Risk --- Isoperimetrical problems --- Variations, Calculus of --- Mathematical economics --- Methodology --- Social sciences --- Mathematics in Business, Economics and Finance. --- Calculus of Variations and Optimization. --- Probability Theory. --- Statistics in Business, Management, Economics, Finance, Insurance.