Recent Developments in Mathematical Fina

ISBN-13: 9789810247973 / Angielski

Joingmin Yong

Opis

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.