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

 
9783642026072: Optimality and Risk - Modern Trends in Mathematical Finance: The Kabanov Festschrift
Hardcover
ISBN 10: 3642026079 ISBN 13: 9783642026072
Verlag: Springer, 2009

Inhaltsangabe

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.

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Von der hinteren Coverseite

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.

„Über diesen Titel“ kann sich auf eine andere Ausgabe dieses Titels beziehen.

Verlag
Springer
Erscheinungsdatum
2009
Sprache
Englisch
ISBN 10 
3642026079
ISBN 13 
9783642026072
Einband
Tapa dura
Anzahl der Seiten
286
Herausgeber
Delbaen Freddy, Rásonyi Miklós, Stricker Christophe
Kontakt zum Hersteller
Nicht verfügbar
Verantwortliche Person
CMN Printpool Inh. Mathis Neumann
https://www.also.com/ec/cms5/en_6000/6000/index.jsp

Friedrich-Karl-Str. 9
Hamburg
Deutschland

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Vorgestellte Ausgabe

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