The book deals with topics such as the pricing of various contingent claims within different frameworks, risk-sensitive problems, optimal investment, defaultabl
The book deals with topics such as the pricing of various contingent claims within different frameworks, risk-sensitive problems, optimal investment, defaultabl
Computational finance is an interdisciplinary field which joins financial mathematics, stochastics, numerics and scientific computing. Its task is to estimate a
This open access book is the documentary of the Second International Forum on Financial Mathematics and Financial Technology, with focus on selected aspects of
This self-contained volume brings together a collection of chapters by some of the most distinguished researchers and practitioners in the field of mathematical
