Recent developments in mathematical finance: International Conference on Mathematical Finance, Shanghai, China, 10-13 May 2001

The book deals with topics such as the pricing of various contingent claims within different frameworks, risk-sensitive problems, optimal investment, defaultable term structure, etc. It also reflects on some recent developments in certain important aspects of mathematical finance

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Körperschaft: International Conference on Mathematical Finance <2001, Shanghai, China> (VerfasserIn)
Format: Elektronisch E-Book
Sprache:English
Veröffentlicht: Singapore World Scientific Pub. Co. c2002
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Online-Zugang:FHN01
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Zusammenfassung:The book deals with topics such as the pricing of various contingent claims within different frameworks, risk-sensitive problems, optimal investment, defaultable term structure, etc. It also reflects on some recent developments in certain important aspects of mathematical finance
Beschreibung:viii, 276 p. ill
ISBN:9789812799579

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