Recent Developments In Mathematical Finance - Proceedings Of The International Conference On Mathematical Finance
Author | : Jiongmin Yong |
Publisher | : World Scientific |
Total Pages | : 286 |
Release | : 2001-12-28 |
ISBN-10 | : 9789814489690 |
ISBN-13 | : 9814489697 |
Rating | : 4/5 (90 Downloads) |
Download or read book Recent Developments In Mathematical Finance - Proceedings Of The International Conference On Mathematical Finance written by Jiongmin Yong and published by World Scientific. This book was released on 2001-12-28 with total page 286 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.