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Recent Developments In Mathematical Finance - Proceedings Of The International Conference On Mathematical Finance
Language: en
Pages: 286
Authors: Jiongmin Yong
Categories: Mathematics
Type: BOOK - Published: 2001-12-28 - Publisher: World Scientific

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The book deals with topics such as the pricing of various contingent claims within different frameworks, risk-sensitive problems, optimal investment, defaultabl
Recent Developments in Mathematical Finance
Language: en
Pages: 286
Authors: Jiongmin Yong
Categories: Business & Economics
Type: BOOK - Published: 2002 - Publisher: World Scientific

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The book deals with topics such as the pricing of various contingent claims within different frameworks, risk-sensitive problems, optimal investment, defaultabl
Risk-sensitive Investment Management
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Over the last two decades, risk-sensitive control has evolved into an innovative and successful framework for solving dynamically a wide range of practical inve
Modern Computational Finance
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Arguably the strongest addition to numerical finance of the past decade, Algorithmic Adjoint Differentiation (AAD) is the technology implemented in modern finan
Stochastic Methods in Finance
Language: en
Pages: 317
Authors: Kerry Back
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Type: BOOK - Published: 2004-11-13 - Publisher: Springer

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This volume includes the five lecture courses given at the CIME-EMS School on "Stochastic Methods in Finance" held in Bressanone/Brixen, Italy 2003. It deals wi