Optimality and Risk - Modern Trends in Mathematical Finance

Language: English

Published by Springer, Springer Vieweg Okt 2014, 2014

3642425232 / 9783642425233

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This item is printed on demand - Print on Demand Titel. Neuware -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.Springer-Verlag KG, Sachsenplatz 4-6, 1201 Wien 284 pp. Englisch.

Seller Inventory # 9783642425233

Title
Optimality and Risk - Modern Trends in Mathematical Finance
Author
Freddy Delbaen
Publisher
Springer, Springer Vieweg Okt 2014
Publication year
2014
Condition
Neu
Binding
Taschenbuch
Language
English
ISBN 10
3642425232
ISBN 13
9783642425233
Item weight
435 grams
Dimensions
235x155x16 mm

buchversandmimpf2000

Emtmannsberg, BAYE, Germany

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