Duality in mathematical finance
Auteur :
Frittelli, Marco / Frittelli, MarcoBiagini, Sara,Scandolo, Giacomo,
Éditeur :
Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
ISBN :
9783540401087
Date de publication :
1 mars 2009
Dimensions :
23,5 x 15,5 cm
Langue :
Anglais
Pays d'origine :
Allemagne
Presents a treatment of four important issues that have dominated the theoretical research in mathematical finance: the fundamental theorem of asset pricing; utility maximization in incomplete markets; pricing in incomplete markets; and, the risk measurement of a static payoff and of a cash-flow stream.