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
Language: English
Published by Springer, 1997
- Softcover
- New
Seller: AHA-BUCH GmbH, Einbeck, GermanyAHA-BUCH GmbH
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£ 52.83
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Seller Inventory # 9783540626428
- Title
- 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
- Author
- Jak¿a Cvitanic
- Publisher
- Springer
- Publication year
- 1997
- Condition
- Neu
- Binding
- Taschenbuch
- Language
- English
- ISBN 10
- 3540626425
- ISBN 13
- 9783540626428
- Item weight
- 499 grams
- Dimensions
- 235x155x18 mm
"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.
"About the title" may belong to another edition of this title.
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