Stochastic Methods in Finance Lectures given at the C.I.M.E.-E.M.S. Summer School held in Bressanone/Brixen, Italy, July 6-12, 2003 /
This volume includes the five lecture courses given at the CIME-EMS School on "Stochastic Methods in Finance" held in Bressanone/Brixen, Italy 2003. It deals with innovative methods, mainly from stochastic analysis, that play a fundamental role in the mathematical modelling of finance and...
Κύριοι συγγραφείς: | , , , , |
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Συγγραφή απο Οργανισμό/Αρχή: | |
Άλλοι συγγραφείς: | , |
Μορφή: | Ηλεκτρονική πηγή Ηλ. βιβλίο |
Γλώσσα: | English |
Έκδοση: |
Berlin, Heidelberg :
Springer Berlin Heidelberg : Imprint: Springer,
2004.
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Έκδοση: | 1st ed. 2004. |
Σειρά: | C.I.M.E. Foundation Subseries ;
1856 |
Θέματα: | |
Διαθέσιμο Online: | Full Text via HEAL-Link |
Πίνακας περιεχομένων:
- Preface
- Kerry Back: Incomplete and Asymmetric Information in Asset Pricing Theory
- Tomasz R. Bielecki, Monique Jeanblanc, Marek Rutkowski: Modeling and Valuation of Credit Risk
- Christian Hipp: Stochastic Control with Application in Insurance
- Shige Peng: Nonlinear Expectations, Nonlinear Evaluations and Risk Measures
- Walter Schachermayer: Utility Maximisation in Incomplete Markets.