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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

Author: B Biais; W J Runggaldier; Centro internazionale matematico estivo.
Publisher: Berlin ; New York : Springer, ©1997.
Series: Lecture notes in mathematics (Springer-Verlag), 1656.
Edition/Format:   Print book : EnglishView all editions and formats
Summary:

Financial Mathematics is an exciting, emerging field of application. The reader is expected to have a good knowledge of the basic mathematical tools corresponding to an introductory graduate level  Read more...

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Genre/Form: Kongreß
Brixen (1996)
Material Type: Internet resource
Document Type: Book, Internet Resource
All Authors / Contributors: B Biais; W J Runggaldier; Centro internazionale matematico estivo.
ISBN: 3540626425 9783540626428
OCLC Number: 36458202
Description: vi, 316 pages : illustrations ; 24 cm.
Contents: Risk sharing, adverse selection and market structure / B. Biais, J.C. Rochet --
Interest rate theory / t. Björk --
Optimal trading under constraints / J. Cvitanić --
Nonlinear pricing theory and backward stochastic differential equations / N. El Karouni, M.C. Quenez --
Market imperfections, equilibrium and arbitrage / E. Jouini.
Series Title: Lecture notes in mathematics (Springer-Verlag), 1656.
Responsibility: B. Biais [and others] ; editor, W.J. Runggaldier.
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