About: Optimality and Risk - Modern Trends in Mathematical Finance, The Kabanov Festschrift   Goto Sponge  NotDistinct  Permalink

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  • Finance
  • Probabilities
  • Mathematics
  • Distribution (Probability theory)
  • Probability Theory and Stochastic Processes
  • Economics, Mathematical
  • Optimisation mathématique
  • Mathematical Modeling and Industrial Mathematics
  • Mathematical models
  • Game theory
  • Quantitative Finance
  • Game Theory, Economics, Social and Behav. Sciences
  • Mathématiques financières
  • Public Economics
  • Public finance
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  • Optimality and Risk - Modern Trends in Mathematical Finance, The Kabanov Festschrift
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dc:title
  • Optimality and Risk - Modern Trends in Mathematical Finance, The Kabanov Festschrift
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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 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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  • Text
http://iflastandar...bd/elements/P1001
rdaw:P10219
  • 2009
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