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

 
9783642425233: Optimality and Risk - Modern Trends in Mathematical Finance: The Kabanov Festschrift
Softcover
ISBN 10: 3642425232 ISBN 13: 9783642425233
Verlag: Springer, 2014

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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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
2014
Sprache
Englisch
ISBN 10 
3642425232
ISBN 13 
9783642425233
Einband
Taschenbuch
Anzahl der Seiten
284
Herausgeber
Delbaen Freddy, Rásonyi Miklós, Stricker Christophe
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Heidelberg
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Deutschland

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9783642026072: Optimality and Risk - Modern Trends in Mathematical Finance: The Kabanov Festschrift

Vorgestellte Ausgabe

ISBN 10:  3642026079 ISBN 13:  9783642026072
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Hardcover