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Name: Recent Developments in Mathematical Finance.
Author: Yong, Joingmin (ed.)
ISBN: 978-981-02-4797-3

Recent Developments in Mathematical Finance. 数理ファイナンスの最近の展開

・ISBN 978-981-02-4797-3 2002 hard

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電子版あり大学・学術機関向け電子ブック（eBook）ISBN 978-981-279-957-9

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著者・編者	Yong, Joingmin (ed.),
出版社	(World Scientific, SI)
ページ数	276 pp.
言語	ENG
ニュース番号	＜482-371＞

解説

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.