Mathematics of Finance: 2003 Ams-Ims-Siam Joint Summer Research Conference on Mathematics of Finance, June 22-26, 2003, Snowbird, Utah - Brossura

AMS-IMS-SIAM JOINT SUMMER RESEARCH CONFE

Brossura

ISBN 10: 0821834126 ISBN 13: 9780821834121

Casa editrice: Amer Mathematical Society, 2004

Riassunto

The mathematics of finance involves a spectrum of techniques that go beyond traditional applied mathematics. A June 2003 conference brought together researchers from mathematical sciences, finance, economics, and engineering to look at new problems, models, and results in the mathematics of finance, in areas related to modeling, estimation, optimization, control, risk assessment and management, contingent claim pricing, dynamic hedging, and financial derivative design. Some subjects discussed are hedging default risk in an incomplete market, indifferent prices of early exercise claims, estimation via stochastic filtering in financial market models, and duality and risk sensitive portfolio optimization. There is no subject index. Annotation ©2004 Book News, Inc., Portland, OR (booknews.com)

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Book by AMSIMSSIAM JOINT SUMMER RESEARCH CONFE

Dettagli dell'edizione

• Editore: Amer Mathematical Society
• Data di pubblicazione: 2004
• Lingua: Inglese
• ISBN 10: 0821834126
• ISBN 13: 9780821834121
• Rilegatura: Copertina flessibile
• Redattore: Yin George, Zhang Qing
• Contatto del produttore: non disponibile
• Persona responsabile: non disponibile