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

 
9780821834121: Mathematics of Finance: 2003 Ams-Ims-Siam Joint Summer Research Conference on Mathematics of Finance, June 22-26, 2003, Snowbird, Utah
Brossura
ISBN 10: 0821834126 ISBN 13: 9780821834121
Casa editrice: Amer Mathematical Society, 2004

Sinossi

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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Product Description

Book by AMSIMSSIAM JOINT SUMMER RESEARCH CONFE

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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