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Item Details
Title: INSPIRED BY FINANCE
THE MUSIELA FESTSCHRIFT
By: Yuri Kabanov (Editor), Marek Rutkowski (Editor), Thaleia Zariphopoulou (Editor)
Format: Paperback

List price: £101.00


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ISBN 10: 3319350293
ISBN 13: 9783319350295
Publisher: SPRINGER INTERNATIONAL PUBLISHING AG
Pub. date: 23 August, 2016
Edition: Softcover reprint of the original 1st ed. 2014
Pages: 543
Description: 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.
Synopsis: 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.
Illustrations: 14 Illustrations, color; 19 Illustrations, black and white; XXIII, 543 p.
Publication: Switzerland
Imprint: Springer International Publishing AG
Returns: Returnable
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