Optimality and risk - modern trends in mathematical finance: the Kabanov Festschrift

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Material type: Text

TextPublication details: Heidelberg Springer 2009Description: xviii, 266 pISBN:

9783642026072

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DDC classification:

O7 650.01513

Summary: 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.(http://www.springer.com/mathematics/book/978-3-642-02607-2)

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Item type	Current library	Collection	Call number	Status	Date due	Barcode	Item holds
Book	Ahmedabad	Non-fiction	650.01513 O7 (Browse shelf(Opens below))	Available		188588

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Previous	650.01 S3O7 Organizational epistemology: understanding knowledge in organizations	650.01513 A5I6 Introduction to quantitative methods for financial markets	650.01513 C2F4 Financial mathematics: a comprehensive treatment	650.01513 O7 Optimality and risk - modern trends in mathematical finance: the Kabanov Festschrift	650.028 L6C6 Computers in business	650.0285425 B2I6 Introducing dBASE II

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.(http://www.springer.com/mathematics/book/978-3-642-02607-2)

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