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

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 |  2009-08-25 |  2009-08-25 | File type: PDF

||From the Back Cover||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 pricin

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, a...

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