автор: Freddy Delbaen

поддержка
Walter Schachermeyer, born in 1950 in Linz, Austria, has received—as the first mathematician—the 1998 Wittgenstein Award, Austria»s highest honor for scienctific achievement. Since 1998 he holds the Chair for Actuarial and Financial Mathematics at the Vienna University of Technolgoy. Among his achievements is the proof of the «Fundamental Theorem of Asset Pricing» in its general form, which was done in joint work with Freddy Delbaen. Freddy Delbaen, born in 1946 in Duffel/Antwerpen, Belgium, is Professor for Financial Mathematics at the ETH in Zurich since 1995.




2 Электронные книги Freddy Delbaen

Freddy Delbaen & Miklós Rásonyi: Optimality and Risk — Modern Trends in Mathematical Finance
Problems of stochastic optimization and various mathematical aspects of risk are the main themes of this contributed volume. The readers learn about the recent results and techniques of optimal inves …
PDF
английский
€53.49