Recent developments in mathematical finance: International Conference on Mathematical Finance, Shanghai, China, 10-13 May 2001
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| Corporate Author: | |
|---|---|
| Format: | Electronic eBook |
| Language: | English |
| Published: |
Singapore
World Scientific
2002
|
| Subjects: | |
| Online Access: | FAW01 FAW02 Volltext |
| Item Description: | Includes bibliographical references D. Heath and E. Platen -- Risk Sensitive Asset Management with Constrained -- iaing Strategies 127 -- T.R. Bielecki, D. Hernandez-Hernandez, and S.R. Pliska -- On Filtering in Markovian Term Structure Models 139 -- C. Chiarella, S. Pasquali, and W.J. Runggaldier -- A Theory of Volatility 151 -- A. Savine -- Discrete Time Markets with Transaction Costs 168 -- L. Stettner -- The Necessity of No Asymptotic Arbitrage in APT Pricing 181 -- X. Lin, X. Liu, and Y. Sun -- Financial Mean-Variance Problems and Stochastic LQ Problems: Linear Stochastic Hamilton Systems and Backward Stochastic Riccati Equations 190 -- S. Tang -- Options on Dividend Paying Stocks 204 -- R. Beneder and T. Vorst -- Some Remarks on Arbitrage Pricing Theory 218 -- J. Xia and J. Yan -- Risk: From Insurance to Finance 228 -- H. Yang -- Using Stochastic Approximation Algorithms in Stock Liquidation 238 -- G. Yin, Q. Zhang, and R.H. Liu -- Contingent Claims in an Illiquid Market 249 -- H. Liu and J. Yong -- Arbitrage Pricing Systems in a Market Driven by an Ito Process 263 -- S. Luo, J. Yan, and Q. Zhang -- Participants of the Conference 273 |
| Physical Description: | 1 Online-Ressource (viii, 276 p.) |
| ISBN: | 9789812799579 9810247974 9812799575 |
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| spelling | International Conference on Mathematical Finance <2001, Shanghai, China> Verfasser aut Recent developments in mathematical finance International Conference on Mathematical Finance, Shanghai, China, 10-13 May 2001 editor Jiongmin Yong Singapore World Scientific 2002 1 Online-Ressource (viii, 276 p.) txt rdacontent c rdamedia cr rdacarrier Includes bibliographical references D. Heath and E. Platen -- Risk Sensitive Asset Management with Constrained -- iaing Strategies 127 -- T.R. Bielecki, D. Hernandez-Hernandez, and S.R. Pliska -- On Filtering in Markovian Term Structure Models 139 -- C. Chiarella, S. Pasquali, and W.J. Runggaldier -- A Theory of Volatility 151 -- A. Savine -- Discrete Time Markets with Transaction Costs 168 -- L. Stettner -- The Necessity of No Asymptotic Arbitrage in APT Pricing 181 -- X. Lin, X. Liu, and Y. Sun -- Financial Mean-Variance Problems and Stochastic LQ Problems: Linear Stochastic Hamilton Systems and Backward Stochastic Riccati Equations 190 -- S. Tang -- Options on Dividend Paying Stocks 204 -- R. Beneder and T. Vorst -- Some Remarks on Arbitrage Pricing Theory 218 -- J. Xia and J. Yan -- Risk: From Insurance to Finance 228 -- H. Yang -- Using Stochastic Approximation Algorithms in Stock Liquidation 238 -- G. Yin, Q. Zhang, and R.H. Liu -- Contingent Claims in an Illiquid Market 249 -- H. Liu and J. Yong -- Arbitrage Pricing Systems in a Market Driven by an Ito Process 263 -- S. Luo, J. Yan, and Q. Zhang -- Participants of the Conference 273 BUSINESS & ECONOMICS / Investments & Securities / General bisacsh Business mathematics fast Wirtschaft Business mathematics Congresses Finanzmathematik (DE-588)4017195-4 gnd rswk-swf (DE-588)1071861417 Konferenzschrift gnd-content Finanzmathematik (DE-588)4017195-4 s 1\p DE-604 Yong, J. Sonstige oth http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&db=nlabk&AN=235749 Aggregator Volltext 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
| spellingShingle | Recent developments in mathematical finance International Conference on Mathematical Finance, Shanghai, China, 10-13 May 2001 BUSINESS & ECONOMICS / Investments & Securities / General bisacsh Business mathematics fast Wirtschaft Business mathematics Congresses Finanzmathematik (DE-588)4017195-4 gnd |
| subject_GND | (DE-588)4017195-4 (DE-588)1071861417 |
| title | Recent developments in mathematical finance International Conference on Mathematical Finance, Shanghai, China, 10-13 May 2001 |
| title_auth | Recent developments in mathematical finance International Conference on Mathematical Finance, Shanghai, China, 10-13 May 2001 |
| title_exact_search | Recent developments in mathematical finance International Conference on Mathematical Finance, Shanghai, China, 10-13 May 2001 |
| title_full | Recent developments in mathematical finance International Conference on Mathematical Finance, Shanghai, China, 10-13 May 2001 editor Jiongmin Yong |
| title_fullStr | Recent developments in mathematical finance International Conference on Mathematical Finance, Shanghai, China, 10-13 May 2001 editor Jiongmin Yong |
| title_full_unstemmed | Recent developments in mathematical finance International Conference on Mathematical Finance, Shanghai, China, 10-13 May 2001 editor Jiongmin Yong |
| title_short | Recent developments in mathematical finance |
| title_sort | recent developments in mathematical finance international conference on mathematical finance shanghai china 10 13 may 2001 |
| title_sub | International Conference on Mathematical Finance, Shanghai, China, 10-13 May 2001 |
| topic | BUSINESS & ECONOMICS / Investments & Securities / General bisacsh Business mathematics fast Wirtschaft Business mathematics Congresses Finanzmathematik (DE-588)4017195-4 gnd |
| topic_facet | BUSINESS & ECONOMICS / Investments & Securities / General Business mathematics Wirtschaft Business mathematics Congresses Finanzmathematik Konferenzschrift |
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