Yuri Kabanov is one of the leading figures in mathematical finance, this book is a tribute to his achievements in this area and in probability in general

Includes supplementary material: [...]

On the Extension of the Namioka-Klee Theorem and on the Fatou Property for Risk Measures.- On Certain Distributions Associated with the Range of Martingales.- Differentiability Properties of Utility Functions.- Exponential Utility Indifference Valuation in a General Semimartingale Model.- The Expected Number of Intersections of a Four Valued Bounded Martingale with any Level May be Infinite.- Immersion Property and Credit Risk Modelling.- Optimal Consumption and Investment with Bounded Downside Risk for Power Utility Functions.- On Comparison Theorem and its Applications to Finance.- Examples of FCLT in Random Environment.- The Optimal Time to Exchange one Asset for Another on Finite Interval.- Arbitrage Under Transaction Costs Revisited.- On the Linear and Nonlinear Generalized Bayesian Disorder Problem (Discrete Time Case).- Long Time Growth Optimal Portfolio with Transaction Costs.- On the Approximation of Geometric Fractional Brownian Motion.