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RT Book, Whole SR Electronic DC OPAC T1 Optimality and Risk - Modern Trends in Mathematical Finance : The Kabanov Festschrift. A1 SpringerLink (Online service) YR 2010 FD 2010 SP XVIII, 266 p K1 Mathematics K1 Game theory K1 Economics, Mathematical K1 Mathematical models K1 Probabilities K1 Public finance K1 Mathematics K1 Mathematical Modeling and Industrial Mathematics K1 Probability Theory and Stochastic Processes K1 Public Economics K1 Quantitative Finance K1 Game Theory, Economics, Social and Behav. Sciences PB Springer Berlin Heidelberg PP Berlin, Heidelberg SN 9783642026089 LA English (英語) CL DC23:003.3 NO Problems of stochastic optimization and various mathematical aspects of risk are the main themes of this contributed volume. The readers learn about the recent results and techniques of optimal investment, risk measures and derivative pricing. There are also papers touching upon credit risk, martingale theory and limit theorems. Forefront researchers in probability and financial mathematics have contributed to this volume paying tribute to Yuri Kabanov, an eminent researcher in probability and mathematical finance, on the occasion of his 60th birthday. The volume gives a fair overview of these topics and the current approaches NO 書誌ID=1003002800; LK [E Book]http://dx.doi.org/10.1007/978-3-642-02608-9 OL 30