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

Softcover

ISBN 10: 3642425232 ISBN 13: 9783642425233

Verlag: Springer, 2014

Über diesen Titel

Reseña del editor:

Yuri Kabanov is one of the leading figures in mathematical finance. To mark his 60th birthday, this book pays tribute to his achievements in this area and in probability in general. The volume gives a fair overview of these topics and the current approaches.

Contraportada:

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 diese Auflage

• Verlag: Springer
• Erscheinungsdatum: 2014
• ISBN 10: 3642425232
• ISBN 13: 9783642425233
• Einband: Tapa blanda
• Anzahl der Seiten: 284
• Herausgeber: Delbaen Freddy, Rásonyi Miklós, Stricker Christophe