Dedicated to the eminent Russian mathematician Albert Shiryaev on the occasion of his 70th birthday, the Festschrift is a collection of papers, including several surveys, written by his former students, co-authors and colleagues. These reflect the wide range of scientific interests of the teacher and his Moscow school. The topics range from the disorder problems to stochastic calculus and their applications to mathematical economics and finance. A full biobibliography of Shiryaev s works is included.

The book represents the modern state of art of many aspects of a quickly maturing...

The present volume is dedicated to Marek Musiela, an eminent scholar and practitioner who is perhaps best-known for his important contributions to problems of derivative pricing, theory of term structure of interest rates, theory of defaultable securities and other topics in modern mathematical finance. It includes 25 research papers by 47 authors, established experts and newcomers alike, that cover the whole range of the "hot" topics in the discipline. The contributed articles not only give a clear picture about what is going on in this rapidly developing field of knowledge but provide...

The book is the first monograph on this highly important subject.

This volume is dedicated to Marek Musiela, known for his contributions in modern mathematical finance. It provides a clear picture about what is going on in this fast developing field of knowledge as well as methods ready for practical implementation.

This book constitutes the refereed proceedings of the First International Conference on Digital Transformation and Global Society, DTGS 2016, held in St. Petersburg, Russia, in June 2016.

The 43 revised full papers and 15 revised short papers, presented together with 3 poster papers and an invited paper were carefully reviewed and selected from 157 submissions. The papers are organized in topical sections on eSociety: New Social Media Studies; eSociety: eGovernment and eParticipation: Perspectives on ICTs in Public Administration and Democracy; eKnowledge: ICTs in Learning and...