Recent Developments in Mathematical Finance: Shanghai, China 10-13 May 2001 - Rilegato

International Conference On Mathematical Finance

 
9789810247973: Recent Developments in Mathematical Finance: Shanghai, China 10-13 May 2001

Sinossi

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.

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