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Optimality and Risk - Modern Trends in Mathematical Finance: The Kabanov Festschrift

Optimality and Risk - Modern Trends in Mathematical Finance: The Kabanov Festschrift

Hardcover

Investing & FinanceGeneral MathematicsProbability & Statistics

ISBN10: 3642026079
ISBN13: 9783642026072
Publisher: Springer Nature
Published: Oct 21 2009
Pages: 266
Weight: 1.27
Height: 0.69 Width: 6.14 Depth: 9.21
Language: English

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.

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