Problems of stochastic optimization and various mathematical
aspects of risk are the main themes of this contributed volume. The
readers learn about the recent results and techniques of optimal
investment, risk measures and derivative pricing. There are also
papers touching upon credit risk, martingale theory and limit
theorems.
Forefront researchers in probability and financial mathematics
have contributed to this volume paying tribute to Yuri Kabanov, an
eminent researcher in probability and mathematical finance, on the
occasion of his 60th birthday. The volume gives a fair overview of
these topics and the current approaches.
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