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.
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