Inspired by Finance

The Musiela Festschrift

Nonfiction, Science & Nature, Mathematics, Applied, Business & Finance, Accounting
Cover of the book Inspired by Finance by , Springer International Publishing
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Author: ISBN: 9783319020693
Publisher: Springer International Publishing Publication: October 23, 2013
Imprint: Springer Language: English
Author:
ISBN: 9783319020693
Publisher: Springer International Publishing
Publication: October 23, 2013
Imprint: Springer
Language: English

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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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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