This Gedenkschrift for Peter Carr, our dear friend and colleague
who suddenly left us on March 1, 2022, was organized to honor the
life and lasting contributions of Peter to Quantitative Finance. A
group of Peter's co-authors and professional friends contributed
chapters for this Gedenkschrift shortly after his passing. The
papers were received by September 15, 2022 and some were presented
at the Peter Carr Gedenkschrift Conference held at the Robert H
Smith School of Business on November 11, 2022. The contributed
papers cover a wide range of topics corresponding to the vast range
of Peter's interests. Each paper represents new research results in
recognition of Peter's scholarly activities. The book serves as an
important marker for the research knowledge existing at the time of
the Gedenkschrift's publication on a number of topics within
quantitative finance. It reflects the diverse interactions between
mathematics and finance and illustrates, for those interested, the
breadth and depth of this development. The book also presents a
collection of tributes to Peter from family and friends including
those made at his Memorial Service on March 19, 2022. The result is
hopefully a more complete testament to a personal and professional
life well lived, and unexpectedly cut short.
General
Imprint: |
World Scientific Publishing Co Pte Ltd
|
Country of origin: |
Singapore |
Release date: |
November 2023 |
Editors: |
Robert A. Jarrow
• Dilip B. Madan
|
Pages: |
400 |
ISBN-13: |
978-981-12-8029-0 |
Categories: |
Books
|
LSN: |
981-12-8029-0 |
Barcode: |
9789811280290 |
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