Optimality and Risk - Modern Trends in Mathematical Finance

Freddy Delbaen

ISBN 10: 3642026079 / ISBN 13: 9783642026072

Verlag: Berlin Springer Berlin Heidelberg Springer Okt 2009, 2009

Beschreibung

This item is printed on demand - it takes 3-4 days longer - Neuware -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. 266 pp. Englisch. Bestandsnummer des Verkäufers 9783642026072

Bibliografische Details

Titel: Optimality and Risk - Modern Trends in ...

Verlag: Berlin Springer Berlin Heidelberg Springer Okt 2009

Erscheinungsdatum: 2009

Einband: Buch

Zustand: Neu

Über diesen Titel

Inhaltsangabe:

<P>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. </P> <P>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<SUP>TH</SUP> BIRTHDAY. THE VOLUME GIVES A FAIR OVERVIEW OF THESE TOPICS AND THE CURRENT APPROACHES.</P>

Reseña del editor:

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.