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Finance at Fields

Finance at Fields by Matheus R. Grasselli
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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.
World Scientific Publishing Company; September 2012
598 pages; ISBN 9789814407908
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Title: Finance at Fields
Author: Matheus R. Grasselli; L. P. Hughston