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Inspired by Finance

The Musiela Festschrift

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This volume is dedicated to Marek Musiela, known for his contributions in modern mathematical finance. It provides a clear picture about what is going on in this fast developing field of knowledge as well as methods ready for practical implementation.

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Titel: Inspired by Finance
Autoren/Herausgeber: Yuri Kabanov, Marek Rutkowski, Thaleia Zariphopoulou (Hrsg.)
Ausgabe: Softcover reprint of the original 1st ed. 2014

ISBN/EAN: 9783319350295

Seitenzahl: 543
Format: 23,5 x 15,5 cm
Produktform: Taschenbuch/Softcover
Gewicht: 860 g
Sprache: Englisch

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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