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Inspired by Finance: The Musiela Festschrift Softcover reprint of the original 1st ed. 2014 Edition
Author(s): Yuri Kabanov (Editor), Marek Rutkowski (Editor), Thaleia Zariphopoulou (Editor)
- Publisher: Springer International Publishing AG
- Publication Date: 23 Aug. 2016
- Edition: Softcover reprint of the original 1st ed. 2014
- Language: English
- Print length: 566 pages
- ISBN-10: 3319350293
- ISBN-13: 9783319350295
Book Description
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.
Editorial Reviews
From the Back Cover
The present volume is dedicated to Marek Musiela, the eminent scholar and practitioner, well-known for his important contribution into problems of derivative pricing, theory of term structure of interest rates, theory of defaultable securities and other topics of modern mathematical finance. Under the cover the reader finds 25 research papers of 47 authors, famous or young, covering the whole range of the “hot” topics of the discipline. The contributed articles not only give a clear picture about what is going on in this fast developing field of knowledge but provide methods ready for practical implementation. They also open perspectives for further studies in risk management, portfolio optimization, and financial engineering.
