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 /

• 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: Probabilities.; Public finance.; Business mathematics.; Economics, Mathematical .; Partial differential equations.; Functional analysis.; Probability Theory and Stochastic Processes.; Public Economics.; Business Mathematics.; Quantitative Finance.; Partial Differential Equations.; Functional Analysis.

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...

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.