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 /

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 r...

Πλήρης περιγραφή

Λεπτομέρειες βιβλιογραφικής εγγραφής
Κύριοι συγγραφείς: Biais, Bruno (Συγγραφέας, http://id.loc.gov/vocabulary/relators/aut), Björk, Thomas (http://id.loc.gov/vocabulary/relators/aut), Cvitanic, Jakša (http://id.loc.gov/vocabulary/relators/aut), El Karoui, Nicole (http://id.loc.gov/vocabulary/relators/aut), Jouini, Elyes (http://id.loc.gov/vocabulary/relators/aut), Rochet, J.C (http://id.loc.gov/vocabulary/relators/aut)
Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
Άλλοι συγγραφείς: Runggaldier, Wolfgang J. (Επιμελητής έκδοσης, http://id.loc.gov/vocabulary/relators/edt)
Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
Γλώσσα:English
Έκδοση: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 1997.
Έκδοση:1st ed. 1997.
Σειρά:C.I.M.E. Foundation Subseries ; 1656
Θέματα:
Διαθέσιμο Online:Full Text via HEAL-Link
Πίνακας περιεχομένων:
  • Risk sharing, adverse selection and market structure
  • Interest rate theory
  • Optimal trading under constraints
  • Non-linear pricing theory and backward stochastic differential equations
  • Market imperfections, equilibrium and arbitrage.