| 书目名称 | Optimality and Risk - Modern Trends in Mathematical Finance |
| 副标题 | The Kabanov Festschr |
| 编辑 | Freddy Delbaen,Miklós Rásonyi,Christophe Stricker |
| 视频video | http://file.papertrans.cn/704/703022/703022.mp4 |
| 概述 | 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: |
| 图书封面 |  |
| 描述 | .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 60.th. birthday. The volume gives a fair overview of these topics and the current approaches.. |
| 出版日期 | Book 2010 |
| 关键词 | Measure; Stochastic Optimization; mathematical finance; modeling; optimal investment; optimization; risk m |
| 版次 | 1 |
| doi | https://doi.org/10.1007/978-3-642-02608-9 |
| isbn_softcover | 978-3-642-42523-3 |
| isbn_ebook | 978-3-642-02608-9 |
| copyright | Springer-Verlag Berlin Heidelberg 2010 |
|Archiver|手机版|小黑屋|
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