Optimality and Risk - Modern Trends - E-book

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Optimality And Risk - Modern Trends In Mathematical Finance - ENG

The Kabanov Festschrift

Freddy Delbaen; ?Miklós Rásonyi; ?Christophe Stricker

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Sinopsis

ISBN:	9783642026089
Formato:	Page Fidelity
Idioma:	Inglés
Editorial:	Springer Nature
Tema:	Matemáticas
Subtema:	Aplicada
Año de publicación:	2009-08-25

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.

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