Inspired by Finance

The Musiela Festschrift

  • Yuri Kabanov
  • Marek Rutkowski
  • Thaleia Zariphopoulou

Table of contents

  1. Front Matter
    Pages I-XXIII
  2. Alain Bensoussan, SingRu (Celine) Hoe
    Pages 29-45
  3. Tomasz R. Bielecki, Stéphane Crépey
    Pages 47-71
  4. Bénamar Chouaf, Serguei Pergamenchtchikov
    Pages 103-116
  5. Tahir Choulli, Junfeng Ma, Marie-Amélie Morlais
    Pages 117-158
  6. N. El Karoui, M. Jeanblanc, Y. Jiao, B. Zargari
    Pages 201-219
  7. Ernst Eberlein, Dilip B. Madan
    Pages 257-272
  8. Pavel V. Gapeev, Neofytos Rodosthenous
    Pages 283-304
  9. E. Gobet, A. Suleiman
    Pages 305-330
  10. Constantinos Kardaras
    Pages 349-362
  11. Paul C. Kettler, Frank Proske, Mark Rubtsov
    Pages 363-385
  12. Masaaki Kijima, Chi Chung Siu
    Pages 387-410
  13. Arturo Kohatsu-Higa, Nicolas Vayatis, Kazuhiro Yasuda
    Pages 411-437
  14. Ilya Molchanov, Michael Schmutz
    Pages 439-459
  15. Alexander A. Novikov, Timothy G. Ling, Nino Kordzakhia
    Pages 461-474
  16. Michael Schmutz, Thomas Zürcher
    Pages 519-534

About this book


​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.​


91GXX, 91G10, 91G20, 91G30, 91G40, 91G80 arbitrage pricing credit risk exotic options financial derivatives portfolio optimization

Editors and affiliations

  • Yuri Kabanov
    • 1
  • Marek Rutkowski
    • 2
  • Thaleia Zariphopoulou
    • 3
  1. 1.Labo. Mathématiques U.F.R. des Sciences et TechnologieUniversité de Franche-ComtéBesanconFrance
  2. 2.School of Mathematics & StatisticsUniversity of SydneySydneyAustralia
  3. 3.Depts. of Mathematics and IROM, McCombs School of BusinessThe University of Texas at AustinAustinUSA

Bibliographic information