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

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 | #5867796 in Books |  Springer |  2009-10-14 | Original language:English | PDF # 1 |  6.14 x.69 x9.21l,1.27 | File type: PDF | 266 pages

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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 emi...

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