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Mathematics of Finance: 2003 Ams-Ims-Siam Joint Summer Research Conference on Mathematics of Finance, June 22-26, 2003, Snowbird, Utah (Contemporary Mathematics, 351) - Softcover

 
9780821834121: Mathematics of Finance: 2003 Ams-Ims-Siam Joint Summer Research Conference on Mathematics of Finance, June 22-26, 2003, Snowbird, Utah (Contemporary Mathematics, 351)

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The mathematics of finance involves a spectrum of techniques that go beyond traditional applied mathematics. A June 2003 conference brought together researchers from mathematical sciences, finance, economics, and engineering to look at new problems, models, and results in the mathematics of finance, in areas related to modeling, estimation, optimization, control, risk assessment and management, contingent claim pricing, dynamic hedging, and financial derivative design. Some subjects discussed are hedging default risk in an incomplete market, indifferent prices of early exercise claims, estimation via stochastic filtering in financial market models, and duality and risk sensitive portfolio optimization. There is no subject index. Annotation ©2004 Book News, Inc., Portland, OR (booknews.com)

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AMS-IMS-SIAM JOINT SUMMER RESEARCH CONFE
Published by Amer Mathematical Society, 2004
ISBN 10: 0821834126 ISBN 13: 9780821834121
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AMS-IMS-SIAM JOINT SUMMER RESEARCH CONFE
Published by Amer Mathematical Society, 2004
ISBN 10: 0821834126 ISBN 13: 9780821834121
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AMS-IMS-SIAM JOINT SUMMER RESEARCH CONFE
Published by Amer Mathematical Society, 2004
ISBN 10: 0821834126 ISBN 13: 9780821834121
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