Recent Developments in Mathematical Finance - Proceedings of the International Conference on Mathematical Finance
Joingmin Yong
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.
Categories:
Year:
2002
Edition:
1st
Publisher:
World Scientific Publishing Company
Language:
english
Pages:
286
ISBN 10:
9812799575
ISBN 13:
9789812799579
File:
PDF, 5.81 MB
IPFS:
,
english, 2002