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RECENT DEVELOPMENTS IN MATHEMATICAL FINANCE - PROCEEDINGS OF THE INTERNATIONAL CONFERENCE ON MATHEMATICAL FINANCE
Av YONG JIONGMIN, Jiongmin Yong
Inbunden, 2002
2190 kr
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The book deals with topics such as the pricing of various contingent claims within different frameworks, risk-sensitive problems, optimal investment, defaultable term structure, etc. It also reflects on some recent developments in certain important aspects of mathematical finance.
