New Directions in Mathematical Finance

New Directions in Mathematical Finance

Editorial Reviews
Book Description
A compilation of the most respected authorities in financial engineering
Based around a conference on financial modeling held in Milan in December 1999, New Directions in Mathematical Finance brings together the leading names in quantitative finance to discuss the most current modeling techniques in a variety of areas of financial engineering. The contributions featured in this volume are all new items, based on each speaker's topic of presentation at the convention. Editors Paul Wilmott and Henrik Rasmussen include an introduction which pulls together the themes of the book.

From the Inside Flap
This book consists of many new and stimulating ideas on the subject of quantitative finance, often challenging conventionally held views. Many interesting models are discussed on a wide variety of subjects. These include mean-variance strategies, passport options and Value at Risk (VaR).

Many experts in quantitative finance have contributed to this book including:

• Isabelle Bajeux-Besnainou
  
• David Bakstein
  
• Christer Borell
  
• David Epstein
  
• Philip Hua
  
• Aldo Nassigh
  
• Antony Penaud
  
• Andrea Piazzetta
  
• Roland Portrait
  
• Henriette Prast
  
• Ferdinando Samaria
  
  New Directions in Mathematical Finance

  New Directions in Mathematical Finance,Paul Wilmott,Henrik Rasmussen,John Wiley & Sons,0471498173,Business & Economics,Business / Economics / Finance,Business/Economics,Finance,Investment Finance,Investments,Investments & Securities - General,Mathematical Models In Economics,Mathematical models,Risk management,Securities,Business & Economics / Finance,Mathematical modelling

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  Book Details

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