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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.; et al
Publisher: Berlin ; New York : Springer, ©1997.
Series: Lecture notes in mathematics (Springer-Verlag), 1656.
Edition/Format:   Book : EnglishView all editions and formats
Database:WorldCat
Summary:

Financial mathematics is an emerging field of application. The five sets of course notes in this book provide an overview of the current "state of the art" and directions of research. It should be of  Read more...

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Genre/Form: Brixen (1996)
Kongreß
Material Type: Internet resource
Document Type: Book, Internet Resource
All Authors / Contributors: B Biais; W J Runggaldier; Centro internazionale matematico estivo.; et al
ISBN: 3540626425 9783540626428
OCLC Number: 36458202
Description: vi, 316 p. : ill. ; 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 ... [et al.] ; editor, W.J. Runggaldier.
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