Optimality and Risk - Modern Trends in Mathematical Finance
The Kabanov Festschrift
Bemærk venligst, at den normale 14 dages fortrydelsesret ophører ved modtagelse af adgang til e-bogen.
Produkt beskrivelse
Problems of stochastic optimization and various mathematical aspects of risk are the main themes of this contributed volume. The readers learn about the recent results and techniques of optimal investment, risk measures and derivative pricing. There are also papers touching upon credit risk, martingale theory and limit theorems. Forefront researchers in probability and financial mathematics have contributed to this volume paying tribute to Yuri Kabanov, an eminent researcher in probability and mathematical finance, on the occasion of his 60th birthday. The volume gives a fair overview of these topics and the current approaches.
Oplysninger om tilgængelighed
Vælg variant af e-bog i højre side, for at se tilgængelighedsoplysninger.
Detaljer
- ISBN13 9783642026089
- Udgivet 2009
- Forlag Springer
- Format Elektronisk medie
- Udgave 1
- Sprog Engelsk