| Dewey Class |
519.2 |
| Titolo |
Financial Mathematics ([EBook] :) : Lectures given at the 3rd Session of the Centro Internazionale Matematico Estivo (C.I.M.E.) held in Bressanone, Italy, July 8–13, 1996 / / by Bruno Biais, Thomas Björk, Jakša Cvitanić, Nicole El Karoui, Elyés Jouini, Jean Charles Rochet ; edited by Wolfgang J. Runggaldier. |
| Autore |
Biais, Bruno |
| Added Personal Name |
Björk, Thomas author. |
| Cvitanić, Jakša author. |
| Karoui, Nicole El author. |
| Jouini, Elyes author. |
| Rochet, Jean Charles author. |
| Runggaldier, Wolfgang J. editor. |
| Other name(s) |
SpringerLink (Online service) |
| Pubblicazione |
Berlin, Heidelberg : : Springer Berlin Heidelberg : : Imprint: Springer, , 1997. |
| Physical Details |
VII, 316 p. : online resource. |
| Serie |
Lecture Notes in Mathematics 0075-8434 ; ; 1656 |
| ISBN |
9783540683568 |
| Summary Note |
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 reseachers will find it a compact source of reference. The reader is expected to have a good knowledge of the basic mathematical tools corresponding to an introductory graduate level, and sufficient familiarity with probabilistic methods, in particular stochastic analysis. B. Biais, J.C. Rochet: Risk-sharing, adverse selection and market structure.- T. Björk: Interest-rate theory.- J. Cvitanic: Optimal trading under constraints.- N. El Karoui, M.C. Quenez: Nonlinear pricing theory and backward stochastic differential equations.- E. Jouini: Market imperfections, equilibrium and arbitrage.: |
| Contents note |
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. |
| System details note |
Online access to this digital book is restricted to subscription institutions through IP address (only for SISSA internal users) |
| Internet Site |
http://dx.doi.org/10.1007/BFb0091997 |
| Link alle Opere Legate |
Riferimenti soggetto: .
Business Mathematics .
Economics, Mathematical .
Functional Analysis .
Mathematics .
Partial differential equations .
Probabilities .
Probability theory and stochastic processes .
Public Economics .
Public finance .
Quantitative Finance .
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