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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| Další autoři: | , |
| Médium: | Livre numérique |
| Jazyk: | Anglais |
| Vydáno: |
Berlin, Heidelberg :
Springer Berlin Heidelberg
2010.
Cham : Springer Nature |
| On-line přístup: | Accès sur la plateforme de l'éditeur Accès sur la plateforme Istex Accès Université d'Orléans Accès INSA CVL |
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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 |