Optimality and Risk - Modern Trends in Mathematical Finance : The Kabanov Festschrift
Language: English
Published by Springer, 2009
- Hardcover
- New
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- Title
- Optimality and Risk - Modern Trends in Mathematical Finance : The Kabanov Festschrift
- Author
- Delbaen, Freddy (EDT); Rasonyi, Miklos (EDT); Stricker, Christophe (EDT)
- Publisher
- Springer
- Publication year
- 2009
- Condition
- New
- Binding
- Hardcover
- Language
- English
- ISBN 10
- 3642026079
- ISBN 13
- 9783642026072
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.
"Synopsis" may belong to another edition of this title.
From the Back Cover
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.
"About the title" may belong to another edition of this title.
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