Optimality and risk - modern trends in mathematical finance : the Kabanov festschrift
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, marting...
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| Otros Autores: | , |
| Formato: | Livre numérique |
| Lenguaje: | Anglais |
| Publicado: |
Berlin, Heidelberg :
Springer Berlin Heidelberg
2010.
Cham : Springer Nature |
| Acceso en línea: | Accès sur la plateforme de l'éditeur Accès sur la plateforme Istex Accès Université d'Orléans Accès INSA CVL |
| Nota: |
Archives Springer e-books (Licence nationale) Archives Springer e-books (Licence nationale) |
| Autres localisations: | Voir dans le Sudoc |
| Edition sous un autre format: | • Optimality and Risk - Modern Trends in Mathematical Finance, The Kabanov Festschrift, Freddy Delbaen, Miklos Rasonyi, Christophe Stricker, 2009, Berlin, Springer Verlag, 1 vol. (XVIII-266p.), 978-3-642-02607-2 • Optimality and Risk - Modern Trends in Mathematical Finance, Texte imprimé, 9783642026096 • Optimality and Risk - Modern Trends in Mathematical Finance, Texte imprimé, 9783642425233 |
| Sumario: | 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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| Notas: | Archives Springer e-books (Licence nationale) Archives Springer e-books (Licence nationale) |
| ISBN: | 9783642026089 |
| Acceso: | Accès en ligne pour les établissements français bénéficiaires des licences nationales Accès soumis à abonnement pour tout autre établissement Conditions particulières de réutilisation pour les bénéficiaires des licences nationales. chttps://www.licencesnationales.fr/springer-nature-ebooks-contrat-licence-ln-2017 |