Optimality and Risk - Modern Trends in Mathematical Finance

1. On the Extension of the Namioka-Klee Theorem and on the Fatou Property for Risk Measures
Sara Biagini, Marco Frittelli

2. On Certain Distributions Associated withtheRange of Martingales
Alexander Cherny, Bruno Dupire

3. Differentiability Properties of Utility Functions
Freddy Delbaen

4. Exponential Utility Indifference Valuation inaGeneral Semimartingale Model
Christoph Frei, Martin Schweizer

5. The Expected Number of Intersections ofaFourValuedBoundedMartingale withanyLevelMay be Infinite
Alexander Gordon, Isaac M. Sonin

6. Immersion Property and Credit Risk Modelling
Monique Jeanblanc, Yann LeCam

7. Optimal Consumption and Investment withBounded Downside Risk forPowerUtilityFunctions
Claudia Klüppelberg, Serguei Pergamenchtchikov

8. On Comparison Theorem and its Applications toFinance
Vladislav Y. Krasin, Alexander V. Melnikov

9. Examples of FCLT in Random Environment
R. Liptser

10. The Optimal Time to Exchange one Asset forAnother on Finite Interval
Yuliya Mishura, Georgiy Shevchenko

11. Arbitrage Under Transaction Costs Revisited
Miklós Rásonyi

12. On the Linear and Nonlinear Generalized Bayesian Disorder Problem (Discrete Time Case)
Albert N. Shiryaev, Pavel Y. Zryumov

13. Long Time Growth Optimal Portfolio withTransaction Costs
Lukasz Stettner

14. On the Approximation of Geometric Fractional Brownian Motion
Esko Valkeila

Avainsanat: Mathematics, Quantitative Finance, Game Theory, Economics, Social and Behav. Sciences, Probability Theory and Stochastic Processes