Finance at fields

This outstanding collection of articles includes papers presented at the Fields Institute, Toronto, as part of the Thematic Program in Quantitative Finance that took place in the first six months of the year 2010. The scope of the volume is very broad, with papers on foundational issues in mathemati...

Full description

Bibliographic Details
Corporate Author: World Scientific (Firm)
Other Authors: Grasselli, Matheus R., Hughston, L. P., 1951-
Format: Electronic
Language:English
Published: Singapore ; Hackensack, N.J. : World Scientific Pub. Co., c2013.
Subjects:
Online Access:View fulltext via EzAccess
Description
Summary:This outstanding collection of articles includes papers presented at the Fields Institute, Toronto, as part of the Thematic Program in Quantitative Finance that took place in the first six months of the year 2010. The scope of the volume is very broad, with papers on foundational issues in mathematical finance, papers on computational finance, and papers on derivatives and risk management. Many of the articles contain path-breaking insights that are relevant to the developing new order of post-crisis financial risk management.
Physical Description:xiii, 583 p. : ill.
Bibliography:Includes bibliographical references and index.
ISBN:9789814407892 (electronic bk.)