New Directions in Mathematical Finance

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