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商品詳細
Inspired by Finance : The Musiela Festschrift. Softcover reprint of the original 1st ed. 2014.
・ISBN 978-3-319-35029-5 paper EUR 99.99
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お気に入り
★★★
| 著者・編者 | Kabanov, Yuri / Rutkowski, Marek / Zariphopoulou, Thaleia (eds.), |
|---|---|
| 出版社 | (Springer International Publishing AG, SZ) |
| 出版年月 | 2016 |
| ページ数 | 543 pp. |
| 言語 | ENG |
| ニュース番号 | ＜M25-23358＞ |
解説
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 methods ready for practical implementation. They also open new prospects for further studies in risk management, portfolio optimization and financial engineering.