{"product_id":"9789814407908","title":"Finance At Fields","description":"\u003cp\u003eThis 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.\u003c\/p\u003e\u003cb\u003eContents:\u003c\/b\u003e\u003cul\u003e\n\u003cli\u003ePreface: Reflections on the Crisis and a Glimpse at the Future of Mathematical Finance \u003ci\u003e(Matheus R Grasselli and Lane P Hughston)\u003c\/i\u003e\n\u003c\/li\u003e\n\u003cli\u003eHeat Kernel Interest Rate Models with Time-Inhomogeneous Markov Processes \u003ci\u003e(Jirô Akahori and Andrea Macrina)\u003c\/i\u003e\n\u003c\/li\u003e\n\u003cli\u003eStress Testing the Resilience of Financial Networks \u003ci\u003e(Hamed Amini, Rama Cont and Andreea Minca)\u003c\/i\u003e\n\u003c\/li\u003e\n\u003cli\u003eManaging Corporate Liquidity: Strategies and Pricing Implications \u003ci\u003e(Attakrit Asvanunt, Mark Broadie and Suresh Sundaresan)\u003c\/i\u003e\n\u003c\/li\u003e\n\u003cli\u003eValuation and Hedging of CDS Counterparty Exposure in a Markov Copula Model \u003ci\u003e(T R Bielecki, S Crépey, M Jeanblanc and B Zargari)\u003c\/i\u003e\n\u003c\/li\u003e\n\u003cli\u003eInformation-Based Asset Pricing \u003ci\u003e(Dorje C Brody, Lane P Hughston and Andrea Macrina)\u003c\/i\u003e\n\u003c\/li\u003e\n\u003cli\u003eTangent Models as a Mathematical Framework for Dynamic Calibration \u003ci\u003e(René Carmona and Sergey Nadtochiy)\u003c\/i\u003e\n\u003c\/li\u003e\n\u003cli\u003eComposition of Time-Consistent Dynamic Monetary Risk Measures in Discrete Time \u003ci\u003e(Patrick Cheridito and Michael Kupper)\u003c\/i\u003e\n\u003c\/li\u003e\n\u003cli\u003eTarget Volatility Option Pricing \u003ci\u003e(Giuseppe Di Graziano and Lorenzo Torricelli)\u003c\/i\u003e\n\u003c\/li\u003e\n\u003cli\u003eConditional Density Models for Asset Pricing \u003ci\u003e(Damir Filipović, Lane P Hughston and Andrea Macrina)\u003c\/i\u003e\n\u003c\/li\u003e\n\u003cli\u003eMonetary Valuation of Cash Flows Under Knightian Uncertainty \u003ci\u003e(Hans Föllmer and Irina Penner)\u003c\/i\u003e\n\u003c\/li\u003e\n\u003cli\u003ePortfolio Optimization Under Partial Information with Expert Opinions \u003ci\u003e(Rüdiger Frey, Abdelali Gabih and Ralf Wunderlich)\u003c\/i\u003e\n\u003c\/li\u003e\n\u003cli\u003eOn the Penalty Function and on Continuity Properties of Risk Measures \u003ci\u003e(Marco Frittelli and Emanuela Rosazza Gianin)\u003c\/i\u003e\n\u003c\/li\u003e\n\u003cli\u003eConditional Certainty Equivalent \u003ci\u003e(Marco Frittelli and Marco Maggis)\u003c\/i\u003e\n\u003c\/li\u003e\n\u003cli\u003ePricing of Perpetual American Options in a Model with Partial Information \u003ci\u003e(Pavel V Gapeev)\u003c\/i\u003e\n\u003c\/li\u003e\n\u003cli\u003eOptimal Investment on Finite Horizon with Random Discrete Order Flow in Illiquid Markets \u003ci\u003e(Paul Gassiat, Huyên Pham and Mihai Sîrbu)\u003c\/i\u003e\n\u003c\/li\u003e\n\u003cli\u003eOptimal Trade Execution Under Geometric Brownian Motion in the Almgren and Chriss Framework \u003ci\u003e(Jim Gatheral and Alexander Schied)\u003c\/i\u003e\n\u003c\/li\u003e\n\u003cli\u003eThe Heat-Kernel Most-Likely-Path Approximation \u003ci\u003e(Jim Gatheral and Tai-Ho Wang)\u003c\/i\u003e\n\u003c\/li\u003e\n\u003cli\u003eForward and Future Implied Volatility \u003ci\u003e(Paul Glasserman and Qi Wu)\u003c\/i\u003e\n\u003c\/li\u003e\n\u003cli\u003eAbsolutely Continuous Compensators \u003ci\u003e(Svante Janson, Sokhna M'Baye and Philip Protter)\u003c\/i\u003e\n\u003c\/li\u003e\n\u003cli\u003eConic Finance and the Corporate Balance Sheet \u003ci\u003e(Dilip B Madan and Wim Schoutens)\u003c\/i\u003e\n\u003c\/li\u003e\n\u003cli\u003eOptimal Exercise of an Executive Stock Option by an Insider \u003ci\u003e(Michael Monoyios and Andrew Ng)\u003c\/i\u003e\n\u003c\/li\u003e\n\u003cli\u003eInitial Investment Choice and Optimal Future Allocations Under Time-Monotone Performance Criteria \u003ci\u003e(M Musiela and T Zariphopoulou)\u003c\/i\u003e\n\u003c\/li\u003e\n\u003cli\u003ePerformance of Robust Hedges for Digital Double Barrier Options \u003ci\u003e(Jan Obłój and Frédérik Ulmer)\u003c\/i\u003e\n\u003c\/li\u003e\n\u003cli\u003eCDO Term Structure Modelling with Lévy Processes and the Relation to Market Models \u003ci\u003e(Thorsten Schmidt and Jerzy Zabczyk)\u003c\/i\u003e\n\u003c\/li\u003e\n\u003c\/ul\u003e\u003cbr\u003e\u003cb\u003eReadership:\u003c\/b\u003e Students, academic researchers in mathematical finance, financial economics, and risk management; financial market professionals.\u003cbr\u003e","brand":"World Scientific Publishing Company, Incorporated","offers":[{"title":"Default Title","offer_id":47137424900336,"sku":"9789814407908","price":72.0,"currency_code":"USD","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0737\/7593\/9824\/files\/9789814407908_p0.jpg?v=1763691288","url":"https:\/\/shop-qa.barnesandnoble.com\/products\/9789814407908","provider":"Barnes \u0026 Noble (DEV)","version":"1.0","type":"link"}