Inspired by Finance
Subtitle: The Musiela Festschrift
Publisher: Springer
Published: 2013
Language: eng
Number of pages: 543
ISBN-13: 9783319020686
Subjects: Finance, mathematical models
Description: 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.