Overview
Yuri Kabanov is one of the leading figures in mathematical finance, this book is a tribute to his achievements in this area and in probability in general
Includes supplementary material: sn.pub/extras
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Table of contents (14 chapters)
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Front Matter
Keywords
About this book
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.
Editors and Affiliations
Bibliographic Information
Book Title: Optimality and Risk - Modern Trends in Mathematical Finance
Book Subtitle: The Kabanov Festschrift
Editors: Freddy Delbaen, Miklós Rásonyi, Christophe Stricker
DOI: https://doi.org/10.1007/978-3-642-02608-9
Publisher: Springer Berlin, Heidelberg
eBook Packages: Mathematics and Statistics, Mathematics and Statistics (R0)
Copyright Information: Springer-Verlag Berlin Heidelberg 2010
Hardcover ISBN: 978-3-642-02607-2Published: 21 October 2009
Softcover ISBN: 978-3-642-42523-3Published: 12 October 2014
eBook ISBN: 978-3-642-02608-9Published: 25 August 2009
Edition Number: 1
Number of Pages: XVIII, 266
Topics: Mathematical Modeling and Industrial Mathematics, Probability Theory and Stochastic Processes, Public Economics, Quantitative Finance, Game Theory, Economics, Social and Behav. Sciences