文档介绍：SpringerFinanceEditorialBoardMarcoAvellanedaGiovanniBarone-üppelbergWalterSchachermayerEmanuelDermanSpringerFinanceSpringerFinanceisaprogrammeofbooksaddressingstudents,academicsandprac-,notonlymathematicalfinancbutforeignexchanges,termstructure,riskmanagement,portfoliotheory,equityderiva-tives,:ies/,Finance,InsuranceSeminarforAppliedMathematicsSchoolofManagementandLawSwissFederalInstituteofTechnologyZurichUniversityofAppliedSciences(ETH)Winterthur,SwitzerlandZurich,SwitzerlandOlegReichmannSeminarforAppliedMathematicsSwissFederalInstituteofTechnologyChristophWinter(ETH)AllianzDeutschlandAGZurich,SwitzerlandMunich,GermanyISSN1616-0533ISSN2195-0687(electronic)SpringerFinanceISBN978-3-642-35400-7ISBN978-3-642-35401-4(eBook)-3-642-35401-4SpringerHeidelbergNewYorkDordrechtLondonLibraryofCongressControlNumber:2013932229MathematicsSubjectClassification60J75,60J25,60J35,60J60,65N06,65K15,65N12,65N30JELClassificationC63,C16,G12,G13©Springer-,whetherthewholeorpartofthematerialisconcerned,specificalltherightsoftranslation,reprinting,reuseofillustrations,recitation,broadcasting,reproductiononmicrofilmorinanyotherphysicalway,andtransmissionorinformationstorageandretrieval,putersoftware,,’slocation,initscurrentversion,