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

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

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, marting...

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Bibliographic Details
Corporate Author: SpringerLink (Online service)
Format: Electronic eBook
Language:English
Published: Berlin, Heidelberg : Springer Berlin Heidelberg, 2010.
Subjects:
Mathematics.
Game theory.
Economics, Mathematical.
Mathematical models.
Probabilities.
Public finance.
Mathematical Modeling and Industrial Mathematics.
Probability Theory and Stochastic Processes.
Public Economics.
Quantitative Finance.
Game Theory, Economics, Social and Behav. Sciences.
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ΒΚΠ - Πατρα: ALFd

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Call Number: 330.01 BAU
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ΒΚΠ - Πατρα: BSC

Holdings details from ΒΚΠ - Πατρα: BSC
Call Number: 330.01 BAU
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