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Optimality and Risk - Modern Trends in Mathematical Finance on Hardback
Optimality and Risk - Modern Trends in Mathematical Finance on Hardback
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Optimality and Risk - Modern Trends in Mathematical Finance

The Kabanov Festschrift
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Description

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.
Release date NZ
October 21st, 2009
Audience
  • Professional & Vocational
Contributors
  • Edited by Christophe Stricker
  • Edited by Freddy Delbaen
  • Edited by Miklos Rasonyi
Edition
2010 ed.
Illustrations
XVIII, 266 p.
Pages
266
Dimensions
156x234x17
ISBN-13
9783642026072
Product ID
3202688

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