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

Optimality and Risk - Modern Trends in Mathematical Finance The Kabanov Festschrift / edited by Freddy Delbaen, Miklós Rásonyi, Christophe Stricker.

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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Bibliographic Details
Corporate Author: SpringerLink (Online service)
Other Authors: Delbaen, Freddy (Editor), Rásonyi, Miklós (Editor), Stricker, Christophe (Editor)
Format: eBook
Language:English
Published: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2010.
Edition:1st ed. 2010.
Series:Springer eBook Collection.
Subjects:
Mathematical models.
Probabilities.
Public finance.
Economics, Mathematical .
Game theory.
Electronic resources (E-books)
Online Access:Click to view e-book
Holy Cross Note:Loaded electronically.
Electronic access restricted to members of the Holy Cross Community.

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