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International Conference on Mathematical Finance, Joingmin Yong, Jiongmin Yong, J. Yong

Recent Developments in Mathematical Finance - Proceedings of the International Conference on Mathematical Finance

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ISBN: 9810247974
Издательство: World Scientific Publishing Co., Inc.
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.