Miklós Rásonyi - Böcker
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2 produkter
2 produkter
Optimality and Risk - Modern Trends in Mathematical Finance
The Kabanov Festschrift
Inbunden, Engelska, 2009
535 kr
Skickas inom 10-15 vardagar
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.
Optimality and Risk - Modern Trends in Mathematical Finance
The Kabanov Festschrift
Häftad, Engelska, 2014
535 kr
Skickas inom 10-15 vardagar
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.