RECENT DEVELOPMENTS IN MATHEMATICAL ....

RECENT DEVELOPMENTS IN MATHEMATICAL ....

Forfatter: Yong Jiongmin
Forlag: World Scientific Publishing Company
Udgivelsesdato: 2001
ISBN: 9789810247973

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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.

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