Optimality and Risk - Modern Trends in Mathematical Finance: The Kabanov Festschrift

Delbaen, Freddy, Miklós Rásonyi and Christophe Stricker:

ISBN 10: 3642026079 / ISBN 13: 9783642026072

Published by Springer Verlag;, 2009

About this Item

266 Seiten Der Erhaltungszustand des hier angebotenen Werks ist trotz seiner Bibliotheksnutzung sehr sauber und kann entsprechende Merkmale aufweisen (Rückenschild, Instituts-Stempel.). In ENGLISCHER Sprache. Sprache: Englisch Gewicht in Gramm: 595.

Seller Inventory # 2283036

Bibliographic Details

• Title: Optimality and Risk - Modern Trends in Mathematical Finance: The Kabanov Festschrift
• Publisher: Springer Verlag
• Publication Date: 2009
• Language: English
• ISBN 10: 3642026079
• ISBN 13: 9783642026072
• Binding: gebundene Ausgabe
• Condition: Gut
• Weight: 595 grams
• Seller catalogs:
  • 200 Mathematik

About this title

Synopsis

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 60^th birthday. The volume gives a fair overview of these topics and the current approaches.