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- catalog abstract "Advances have been made in many areas of finance and stochastics since the field was opened in 1973. These articles cover the research topics of academics and practitioners, spanning risk management, portfolio theory, multi-asset derivatives, market imperfections, interest-rate modelling and more.".
- catalog contributor b12943957.
- catalog contributor b12943958.
- catalog contributor b12943959.
- catalog created "c2002.".
- catalog date "2002".
- catalog date "c2002.".
- catalog dateCopyrighted "c2002.".
- catalog description "Advances have been made in many areas of finance and stochastics since the field was opened in 1973. These articles cover the research topics of academics and practitioners, spanning risk management, portfolio theory, multi-asset derivatives, market imperfections, interest-rate modelling and more.".
- catalog description "Coherent Risk Measures on General Probability Spaces / Freddy Delbaen -- Robust Preferences and Convex Measures of Risk / Hans Follmer and Alexander Schied -- Long Head-Runs and Long Match Patterns / Paul Embrechts and Sergei Y. Novak -- Factor Pricing in Multidate Security Markets / Jan Werner -- Option Pricing for Co-Integrated Assets / Jin-Chuan Duan and Stanley R. Pliska -- Incomplete Diversification and Asset Pricing / Dilip B. Madan, Frank Milne and Robert J. Elliott -- Hedging of Contingent Claims under Transaction Costs / Yuri M. Kobanov and Christophe Stricker -- Risk Management for Derivatives in Illiquid Markets: A Simulation Study / Rudiger Frey and Pierre Patie -- A Simple Model of Liquidity Effects / L.-C.-G. Rogers and Omar Zane.".
- catalog description "Includes bibliographical references.".
- catalog extent "xix, 312 p. :".
- catalog identifier "354043464X (alk. paper)".
- catalog issued "2002".
- catalog issued "c2002.".
- catalog language "eng".
- catalog publisher "Berlin ; New York : Springer,".
- catalog subject "330/.01/51923 21".
- catalog subject "Finance.".
- catalog subject "HG101 .A34 2002".
- catalog subject "Stochastic processes.".
- catalog tableOfContents "Coherent Risk Measures on General Probability Spaces / Freddy Delbaen -- Robust Preferences and Convex Measures of Risk / Hans Follmer and Alexander Schied -- Long Head-Runs and Long Match Patterns / Paul Embrechts and Sergei Y. Novak -- Factor Pricing in Multidate Security Markets / Jan Werner -- Option Pricing for Co-Integrated Assets / Jin-Chuan Duan and Stanley R. Pliska -- Incomplete Diversification and Asset Pricing / Dilip B. Madan, Frank Milne and Robert J. Elliott -- Hedging of Contingent Claims under Transaction Costs / Yuri M. Kobanov and Christophe Stricker -- Risk Management for Derivatives in Illiquid Markets: A Simulation Study / Rudiger Frey and Pierre Patie -- A Simple Model of Liquidity Effects / L.-C.-G. Rogers and Omar Zane.".
- catalog title "Advances in finance and stochastics : essays in honour of Dieter Sondermann / Klaus Sandmann, Philip Schönbucher (eds.).".
- catalog type "text".