Recent Developments in Mathematical Finance |
|
| Editor:
| Yong, Jiongmin |
| ISBN: | 978-981-02-4797-3 |
| Publication Date: | Jan 2002 |
| Publisher: | World Scientific Publishing Co Pte Ltd
|
| Book Format: | Hardback |
| List Price: | USD $120.00 |
Book Description:
|
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.
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.