RECENT DEVELOPMENTS IN MATHEMATICAL ....
| By: | Yong Jiongmin |
| Publisher: | World Scientific Publishing |
| Print ISBN: | 9789810247973 |
| eText ISBN: | 9789812799579 |
| Edition: | 0 |
| Format: | Page Fidelity |
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Table of Contents
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.