Recent Developments In Mathematical Finance - Proceedings Of The International Conference On Mathematical Finance - Hardcover

 
9789810247973: Recent Developments In Mathematical Finance - Proceedings Of The International Conference On Mathematical Finance

Synopsis

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.

"synopsis" may belong to another edition of this title.

Synopsis

An exploration of developments in mathematical finance. It constitutes the proceedings of the International Conference on Mathematical Finance held in Shanghai in May 2001. The papers deal with topics such as the pricing of various contingent claims within different frameworks, risk-sensitive problems, optimal investment, defaultable term structure, and more. They also reflect on some developments in certain important aspects of mathematical finance.

"About this title" may belong to another edition of this title.