WorldCat Identities

Zariphopoulou, Thaleia 1962-

Overview
Works: 16 works in 51 publications in 1 language and 770 library holdings
Genres: Conference papers and proceedings 
Roles: Editor, Author, Other, Honoree
Publication Timeline
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Most widely held works by Thaleia Zariphopoulou
Inspired by finance : the Musiela Festschrift by Yuri Kabanov( )

12 editions published between 2013 and 2014 in English and held by 408 WorldCat member libraries worldwide

The present volume is dedicated to Marek Musiela, an eminent scholar and practitioner who is perhaps best-known for his important contributions to problems of derivative pricing, theory of term structure of interest rates, theory of defaultable securities and other topics in modern mathematical finance. It includes 25 research papers by 47 authors, established experts and newcomers alike, that cover the whole range of the ""hot"" topics in the discipline. The contributed articles not only give a clear picture about what is going on in this rapidly developing field of knowledge but provide meth
Stochastic analysis and applications 2014 in honour of Terry Lyons by Dan Crisan( )

12 editions published between 2014 and 2015 in English and held by 330 WorldCat member libraries worldwide

Articles from many of the main contributors to recent progress in stochastic analysis are included in this volume, which provides a snapshot of the current state of the area and its ongoing developments. It constitutes the proceedings of the conference on "Stochastic Analysis and Applications" held at the University of Oxford and the Oxford-Man Institute during 23-27 September, 2013. The conference honored the 60th birthday of Professor Terry Lyons FLSW FRSE FRS, Wallis Professor of Mathematics, University of Oxford. Terry Lyons is one of the leaders in the field of stochastic analysis. His introduction of the notion of rough paths has revolutionized the field, both in theory and in practice.  Stochastic Analysis is the branch of mathematics that deals with the analysis of dynamical systems affected by noise. It emerged as a core area of mathematics in the late 20th century and has subsequently developed into an important theory with a wide range of powerful and novel tools, and with impressive applications within and beyond mathematics. Many systems are profoundly affected by stochastic fluctuations and it is not surprising that the array of applications of Stochastic Analysis is vast and touches on many aspects of life.   The present volume is intended for researchers and Ph.D. students in stochastic analysis and its applications, stochastic optimization and financial mathematics, as well as financial engineers and quantitative analysts
Optimal consumption and portfolio choice with borrowing constraints by Jean-Luc Vila( Book )

5 editions published between 1991 and 1994 in English and held by 5 WorldCat member libraries worldwide

Optimal investment-consumption models with constraints by Thaleia Zariphopoulou( Book )

5 editions published between 1989 and 1991 in English and held by 5 WorldCat member libraries worldwide

Optimal environmental management in the presence of irreversibilities by José Alexandre Scheinkman( Book )

1 edition published in 1996 in English and held by 4 WorldCat member libraries worldwide

An optimal investment consumption model with borrowing by Wendell H Fleming( Book )

4 editions published between 1989 and 1990 in English and held by 3 WorldCat member libraries worldwide

Stochastic Analysis and Applications 2014 In Honour of Terry Lyons by Dan Crisan( )

1 edition published in 2014 in English and held by 3 WorldCat member libraries worldwide

Investment-consumption model with transaction costs and Markov-chain parameters by Thaleia Zariphopoulou( Book )

2 editions published in 1989 in English and held by 2 WorldCat member libraries worldwide

Hedging in incomplete markets with HARA utility by Darrell Duffie( Book )

2 editions published in 1992 in English and held by 2 WorldCat member libraries worldwide

Optimal environmental management in the presence of irriversibilities by José Alexandre Scheinkman( Book )

1 edition published in 1996 in English and held by 2 WorldCat member libraries worldwide

Bounds on derivative prices in an intertemporal setting with proportional transaction costs and multiple securities by George M Constantinides( Book )

1 edition published in 1999 in English and held by 1 WorldCat member library worldwide

Credit derivatives and risk aversion by Tim Leung( )

1 edition published in 2008 in Undetermined and held by 1 WorldCat member library worldwide

Topics in portfolio choice : qualitative properties, time consistency and investment under model uncertainty by Sigrid Linnea Kallblad( )

1 edition published in 2014 in English and held by 1 WorldCat member library worldwide

Topics on forward investment theory by Pedro Miguel Almeida Serra Costa Vitoria( )

1 edition published in 2015 in English and held by 1 WorldCat member library worldwide

Stochastic modeling and methods for portfolio management in cointegrated markets by Bahman Angoshtari( )

1 edition published in 2014 in English and held by 1 WorldCat member library worldwide

Universal bounds on option prices with proportional transaction costs by George M Constantinides( Book )

1 edition published in 1995 in English and held by 1 WorldCat member library worldwide

 
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Audience level: 0.50 (from 0.47 for Inspired b ... to 0.98 for Optimal en ...)

Alternative Names
Souganidis, Thaleia Zariphopoulou 1962-

Thaleia Zariphopoulou Greek-American expert in mathematical finance

Zariphopoulou, T.

Zariphopoulou, T. 1962-

Zariphopoulou, Thaleia 1962-

Θάλεια Ζαριφοπούλου

Languages
English (50)