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Více informací o knize Optimality and Risk - Modern Trends in Mathematical Finance

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Anotace knihy

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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Zařazení knihy Knihy v angličtině Mathematics & science Mathematics Applied mathematics

• Plný název: Optimality and Risk - Modern Trends in Mathematical Finance
• Podnázev: The Kabanov Festschrift
• Autor: Freddy Delbaen, Miklós Rásonyi, Christophe Stricker
• Jazyk: Angličtina
• Vazba: Pevná
• Počet stran: 266
• EAN: 9783642026072
• ISBN: 3642026079
• ID: 04334311
• Nakladatelství: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
• Hmotnost: 1280 g
• Rozměry: 235 × 155 × 22 mm
• Datum vydání: 14. October 2009

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