Contents
Preface vii
Hedge Funds as Knock-Out Options
Marcos Escobar, Stefan Kramer,
¨
Florian Scheibl, Luis A. Seco
and Rudi Zagst 1
Rough Paths based Numerical Algorithms in Computational Finance
Lajos Gergely
Gyurk´
o and Terry Lyons 17
Hedge Funds
Luis A. Seco and Fangyuan Chen 47
Modeling and Pricing credit derivatives
Rudi Zagst and Matthias Scherer 111
v
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