Finance at Fields, edited by M.R. Grasselli & L.P. Hughston.
World Scientific Publishing Company
This outstanding collection of articles includes papers presented at the Fields Institute, Toronto, as part of the Thematic Program in Quantitative Finance that took place in the first six months of the year 2010. The scope of the volume in very broad, including papers on foundational issues in mathematical finance, papers on computational finance, and papers on derivatives and risk management. Many of the articles contain path-breaking insights that are relevant to the developing new order of post-crisis financial risk management. The book contains a preface ("Reflections on the Crisis and a Glimpse at the Future of Mathematical Finance") by the editors Matheus R. Grasselli and Lane P. Hughston, followed by twenty-four chapters and an index.
|Title:||Finance at Fields, edited by M.R. Grasselli & L.P. Hughston|
|Additional information:||Finance at Fields, edited by M. R. Grasselli & L. P. Hughston. 1. Preface: Reflections on the Crisis and a Glimpse at the Future of Mathematical Finance, by M.R. Grasselli & L.P. Hughston 2. The following papers co-authored by L.P. Hughston are included in this volume: Filipovic, D., Hughston, L.P., & Macrina, A. (2012) Conditional Density Models for Asset Pricing; and Brody, D.C., Hughston, L.P., & Macrina, A. (2008) Information-Based Asset Pricing. 3. Further information can be found at: http://www.worldscientific.com/worldscibooks/10.1142/8507|
|Keywords:||quantitative finance, Mathematical finance, Fields Institute|
|UCL classification:||UCL > School of BEAMS > Faculty of Maths and Physical Sciences > Mathematics|
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