ENGLISH

Inspired by Finance: The Musiela Festschrift

By Marek Rutkowski , Yuri Kabanov , Marek Rutkowski (auth.) , Rehez Ahlip , Thaleia Zariphopoulou (eds.)

Book information

Publisher
Springer International Publishing
Year
2014
ISBN
978-3-319-02068-6, 978-3-319-02069-3
DOI
10.1007/978-3-319-02069-3
Language
english
Format
PDF
Filesize
5 MB (5691353 bytes)
Edition
1
Pages
543\553
Orientation
yes
Scanned
yes
Time added
2013-11-01 15:41:37
Quantitative Finance

Description

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.

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