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Inspired by Finance: The Musiela Festschrift

Inspired by Finance: The Musiela Festschrift

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General MathematicsProbability & Statistics

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ISBN10: 3319350293
ISBN13: 9783319350295
Publisher: Springer
Published: Aug 23 2016
Pages: 543
Weight: 1.73
Height: 1.15 Width: 6.10 Depth: 9.25
Language: English
The present volume is dedicated to Marek Musiela, an eminent scholar and practitioner who is perhaps best-known for his important contributions to problems of derivative pricing, theory of term structure of interest rates, theory of defaultable securities and other topics in modern mathematical finance. It includes 25 research papers by 47 authors, established experts and newcomers alike, that cover the whole range of the hot topics in the discipline. The contributed articles not only give a clear picture about what is going on in this rapidly developing field of knowledge but provide methods ready for practical implementation. They also open new prospects for further studies in risk management, portfolio optimization and financial engineering.

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General Mathematics