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Recent developments in mathematical finance : International Conference on Mathematical Finance, Shanghai, China, 10-13 May 2001 / editor Jiongmin Yong.
Lippincott Library HF5691 .I58 2002
Available
- Format:
- Book
- Conference/Event
- Conference Name:
- International Conference on Mathematical Finance (2001 : Shanghai, China)
- Language:
- English
- Subjects (All):
- Business mathematics--Congresses.
- Business mathematics.
- Genre:
- Conference papers and proceedings.
- Physical Description:
- viii, 276 pages : illustrations ; 23 cm
- Place of Publication:
- River Edge, NJ : World Scientific, 2002.
- Summary:
- 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.
- Notes:
- Includes bibliographical references.
- ISBN:
- 9810247974 :
- OCLC:
- 49629256
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