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Inspired Finance: The Musiela Festschrift by Yuri Kabanov

Inspired

Finance: The Musiela Festschrift by Yuri Kabanov

Published November 30th 2013
ISBN : 9783319020709
Paperback
568 pages
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 About the Book 

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.