【2014好书】Inspired by Finance

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图书名称：Inspired by Finance: The Musiela Festschrift
作者：Yuri Kabanov, Marek Rutkowski, Thaleia Zariphopoulou
出版社：spring
页数：543
出版时间：2014                           
语言：English
内容简介：

• Written by experts
• Provides methods ready for practical implementation
• Opens perspectives for further studies in risk management
  

​The present volume is dedicated to Marek Musiela, the eminent scholar and practitioner, well-known for his important contribution into problems of derivative pricing, theory of term structure of interest rates, theory of defaultable securities and other topics of modern mathematical finance. Under the cover the reader finds 25 research papers of 47 authors, famous or young, covering the whole range of the "hot" topics of the discipline. The contributed articles not only give a clear picture about what is going on in this fast developing field of knowledge but provide methods ready for practical implementation. They also open perspectives for further studies in risk management, portfolio optimization, and financial engineering.​


Table of contents
Front Matter    Pages I-XXIII
1、Forward Start Foreign Exchange Options Under Heston’s Volatility and the CIR Interest Rates  Pages 1-27
2、Real Options with Competition and Incomplete Markets   Pages 29-45
3、Dynamic Hedging of Counterparty Exposure   Pages 47-71
4、A Note on Market Completeness with American Put Options   Pages 73-82
5、An f-Divergence Approach for Optimal Portfolios in Exponential Lévy Models   Pages 83-101
6、Optimal Investment with Bounded VaR for Power Utility Functions   Pages 103-116
7、Three Essays on Exponential Hedging with Variable Exit Times   Pages 117-158
8、Mean Square Error and Limit Theorem for the Modified Leland Hedging Strategy with a Constant Transaction Costs Coefficient   Pages 159-199
9、Conditional Default Probability and Density   Pages 201-219
10、Yield Curve Smoothing and Residual Variance of Fixed Income Positions   Pages 221-256
11、Maximally Acceptable Portfolios   Pages 257-272
12、Some Extensions of Norros’ Lemma in Models with Several Defaults   Pages 273-281
13、On the Pricing of Perpetual American Compound Options   Pages 283-304
14、New Approximations in Local Volatility Models   Pages 305-330
15、Low-Dimensional Partial Integro-differential Equations for High-Dimensional Asian Options   Pages 331-348
16、A Time Before Which Insiders Would not Undertake Risk   Pages 349-362
17、Sensitivity with Respect to the Yield Curve: Duration in a Stochastic Setting   Pages 363-385
18、On the First Passage Time Under Regime-Switching with Jumps   Pages 387-410
19、Strong Consistency of the Bayesian Estimator for the Ornstein–Uhlenbeck Process   Pages 411-437
20、Multiasset Derivatives and Joint Distributions of Asset Prices   Pages 439-459
21、Pricing of Volume-Weighted Average Options: Analytical Approximations and Numerical Results   Pages 461-474
22、A Class of Homothetic Forward Investment Performance Processes with Non-zero Volatility   Pages 475-504
23、Solution of Optimal Stopping Problem Based on a Modification of Payoff Function   Pages 505-517
24、A Stieltjes Approach to Static Hedges   Pages 519-534
25、Optimal Stopping of Seasonal Observations and Projection of a Markov Chain   Pages 535-543
Look Inside  








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关键词：Inspired Inspire Finance Financ Finan 2014 management important practical English

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请问没有中文的嘛？？？？？？？？？

谢谢好书

jinhong8888 发表于 2014-6-22 12:14
请问没有中文的嘛？？？？？？？？？

如果等翻译出来，估计至少要半年后吧。

Inspired by Finance