Financial Mathematics: Lectures given at the 3rd Session of the Centro Internazionale Matematico Estivo (C.I.M.E.) held in Bressanone, Italy, July 8-13, 1996: 1656 (Lecture Notes in Mathematics, 1656) - Softcover
Synopsis
Financial Mathematics is an exciting, emerging field of application. The five sets of course notes in this book provide a bird's eye view of the current "state of the art" and directions of research. For graduate students it will therefore serve as an introduction to the field while reseachers will find it a compact source of reference. The reader is expected to have a good knowledge of the basic mathematical tools corresponding to an introductory graduate level and sufficient familiarity with probabilistic methods, in particular stochastic analysis.
"synopsis" may belong to another edition of this title.
From the Back Cover
Financial Mathematics is an exciting, emerging field of application. The five sets of course notes in this book provide a bird's eye view of the current "state of the art" and directions of research. For graduate students it will therefore serve as an introduction to the field while reseachers will find it a compact source of reference. The reader is expected to have a good knowledge of the basic mathematical tools corresponding to an introductory graduate level, and sufficient familiarity with probabilistic methods, in particular stochastic analysis.
B. Biais, J.C. Rochet: Risk-sharing, adverse selection and market structure.- T. Björk: Interest-rate theory.- J. Cvitanic: Optimal trading under constraints.- N. El Karoui, M.C. Quenez: Nonlinear pricing theory and backward stochastic differential equations.- E. Jouini: Market imperfections, equilibrium and arbitrage.
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Financial Mathematics: Lectures given at the 3rd Session of the Centro Internazionale Matematico Estivo (C.I.M.E.) held in Bressanone, Italy, July 8-13, 1996 (Lecture Notes in Mathematics, 1656)
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Financial Mathematics: Lectures Given at the 3rd Session of the Centro Internazionale Matematico Estivo (C.I.M.E.) Held in Bressanone, Italy, July 8-1
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Financial Mathematics: Lectures given at the 3rd Session of the Centro Internazionale Matematico Estivo (C.I.M.E.) held in Bressanone, Italy, July 8-13, 1996 (Lecture Notes in Mathematics, 1656)
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Financial mathematics. Lectures given at the 3rd session of the Centro Internazionale Matematico Estivo (C.I.M.E.) held in Bressanone Italy July 8 - 13 1996.
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Financial Mathematics: Lectures given at the 3rd Session of the Centro Internazionale Matematico Estivo (C.I.M.E.) held in Bressanone, Italy, July 8-13, 1996 (Lecture Notes in Mathematics, 1656)
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Financial Mathematics: Lectures given at the 3rd Session of the Centro Internazionale Matematico Estivo (C.I.M.E.) held in Bressanone, Italy, July 8-13, 1996).
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Financial Mathematics: Lectures given at the 3rd Session of the Centro Internazionale Matematico Estivo (C.I.M.E.) held in Bressanone, Italy, July 8-13, 1996 (Lecture Notes in Mathematics, 1656)
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Financial mathematics : lectures given at the 3rd session of the Centro internazionale matematico estivo (C.I.M.E.) held in Bressanone, Italy, July 8-13, 1996. (Lecture notes in mathematics; 1656 . Fondazione C.I.M.E., Firenze / adviser, Roberto Conti). Ex-Library.
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Financial Mathematics
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Condition: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Financial Mathematics is an exciting, emerging field of application. The five sets of course notes in this book provide a bird s eye view of the current state of the art and directions of research. For graduate students it will therefore serve as an intro. Seller Inventory # 4896029
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Financial Mathematics
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Taschenbuch. Condition: Neu. Neuware -Financial Mathematics is an exciting, emerging field of application. The five sets of course notes in this book provide a bird's eye view of the current 'state of the art' and directions of research. For graduate students it will therefore serve as an introduction to the field while reseachers will find it a compact source of reference. The reader is expected to have a good knowledge of the basic mathematical tools corresponding to an introductory graduate level and sufficient familiarity with probabilistic methods, in particular stochastic analysis.Springer-Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg 328 pp. Englisch. Seller Inventory # 9783540626428