Editorial: Special Issue in memory of Tomas Björk.

Autor:	Schweizer, Martin
Předmět:	YIELD curve (Finance) INTEREST rates STOCHASTIC control theory FINANCIAL crises MEMORY
Zdroj:	Finance & Stochastics; Oct2023, Vol. 27 Issue 4, p863-865, 3p
Abstrakt:	Mariana Khapko is the last PhD student of Tomas, and this article is a late outgrowth of work she did with Tomas and partly under his supervision. This Special Issue of I Finance and Stochastics i celebrates the memory of Tomas Björk who was a leading figure both in the theory of interest rate modelling and in the theory of time-inconsistent stochastic control. Andrea Gombani was one of the first to work with Tomas on the term structure of interest rates and played an important role in connecting Tomas to Italy and the mathematical finance activities there. [Extracted from the article]
Databáze:	Complementary Index
Externí odkaz:	Zobrazit plný text záznamu Plný text ve formátu HTML
Nepřihlášeným uživatelům se plný text nezobrazuje	K zobrazení výsledku je třeba se přihlásit.