Inspired by Finance

The Musiela Festschrift

Editors: Kabanov, Yuri, Rutkowski, Marek, Zariphopoulou, Thaleia (Eds.)

  • Written by experts
  • Provides methods ready for practical implementation
  • Opens perspectives for further studies in risk management
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eBook $109.00
price for USA (gross)
  • ISBN 978-3-319-02069-3
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  • Immediate eBook download after purchase
Hardcover $139.00
price for USA
  • ISBN 978-3-319-02068-6
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  • Usually dispatched within 3 to 5 business days.
Softcover $139.00
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  • ISBN 978-3-319-35029-5
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
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About this book

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.

Table of contents (25 chapters)

  • Forward Start Foreign Exchange Options Under Heston’s Volatility and the CIR Interest Rates

    Ahlip, Rehez (et al.)

    Pages 1-27

  • Real Options with Competition and Incomplete Markets

    Bensoussan, Alain (et al.)

    Pages 29-45

  • Dynamic Hedging of Counterparty Exposure

    Bielecki, Tomasz R. (et al.)

    Pages 47-71

  • A Note on Market Completeness with American Put Options

    Campi, Luciano

    Pages 73-82

  • An f-Divergence Approach for Optimal Portfolios in Exponential Lévy Models

    Cawston, S. (et al.)

    Pages 83-101

Buy this book

eBook $109.00
price for USA (gross)
  • ISBN 978-3-319-02069-3
  • Digitally watermarked, DRM-free
  • Included format: PDF, EPUB
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Hardcover $139.00
price for USA
  • ISBN 978-3-319-02068-6
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
Softcover $139.00
price for USA
  • ISBN 978-3-319-35029-5
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
Rent the ebook  
  • Rental duration: 1 or 6 month
  • low-cost access
  • online reader with highlighting and note-making option
  • can be used across all devices
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Bibliographic Information

Bibliographic Information
Book Title
Inspired by Finance
Book Subtitle
The Musiela Festschrift
Editors
  • Yuri Kabanov
  • Marek Rutkowski
  • Thaleia Zariphopoulou
Copyright
2014
Publisher
Springer International Publishing
Copyright Holder
Springer International Publishing Switzerland
eBook ISBN
978-3-319-02069-3
DOI
10.1007/978-3-319-02069-3
Hardcover ISBN
978-3-319-02068-6
Softcover ISBN
978-3-319-35029-5
Edition Number
1
Number of Pages
XXIII, 543
Number of Illustrations and Tables
19 b/w illustrations, 14 illustrations in colour
Topics