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.
| ISBN-13: | 9789810247973 |
| ISBN-10: | 9810247974 |
| Publisher: | World Scientific |
| Publication date: | 2002 |
| Pages: | 276 |
| Product dimensions: | Height: 8.5 Inches, Length: 6.25 Inches, Weight: 1.10231131 Pounds, Width: 1 Inches |
| Author: | Jiongmin Yong |
| Language: | en |
| Binding: | Hardcover |
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