Optimality and Risk - Modern Trends in Mathematical Finance: The Kabanov Festschrift - Brossura

 
9783642425233: Optimality and Risk - Modern Trends in Mathematical Finance: The Kabanov Festschrift
Brossura
ISBN 10: 3642425232 ISBN 13: 9783642425233
Casa editrice: Springer, 2014

Sinossi

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.

Le informazioni nella sezione "Riassunto" possono far riferimento a edizioni diverse di questo titolo.

Dalla quarta di copertina

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.

Le informazioni nella sezione "Su questo libro" possono far riferimento a edizioni diverse di questo titolo.

Editore
Springer
Data di pubblicazione
2014
Lingua
Inglese
ISBN 10 
3642425232
ISBN 13 
9783642425233
Rilegatura
Copertina flessibile
Numero di pagine
284
Redattore
Delbaen Freddy, Rásonyi Miklós, Stricker Christophe
Contatto del produttore
non disponibile
Persona responsabile
CMN Printpool Inh. Mathis Neumann
https://www.also.com/ec/cms5/en_6000/6000/index.jsp

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Hamburg
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Altre edizioni note dello stesso titolo

9783642026072: Optimality and Risk - Modern Trends in Mathematical Finance: The Kabanov Festschrift

Edizione in evidenza

ISBN 10:  3642026079 ISBN 13:  9783642026072
Casa editrice: Springer Nature, 2009
Rilegato