Optimality and Risk - Modern Trends in Mathematical Finance (PDF)
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...
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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.
- Autoren: Freddy Delbaen , Miklós Rásonyi
- 2009, 2010, 266 Seiten, Englisch
- Herausgegeben: Freddy Delbaen, Miklós Rásonyi, Christophe Stricker
- Verlag: Springer-Verlag GmbH
- ISBN-10: 3642026087
- ISBN-13: 9783642026089
- Erscheinungsdatum: 25.08.2009
Abhängig von Bildschirmgröße und eingestellter Schriftgröße kann die Seitenzahl auf Ihrem Lesegerät variieren.
- Dateiformat: PDF
- Größe: 3.04 MB
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