Financial Mathematics: Lectures given at the 3rd Session of the Centro Internazionale Matematico Estivo (C.I.M.E.) held in Bressanone, Italy, July ... Notes in Mathematics, 1656, Band 1656) - Softcover

Jouini, Elyes; Biais, Bruno; Bj¿¿rk, Thomas; Karoui, Nicole El; Runggaldier, Wolfgang J.

 
9783540626428: Financial Mathematics: Lectures given at the 3rd Session of the Centro Internazionale Matematico Estivo (C.I.M.E.) held in Bressanone, Italy, July ... Notes in Mathematics, 1656, Band 1656)
Softcover
ISBN 10: 3540626425 ISBN 13: 9783540626428
Verlag: Springer, 2008

Inhaltsangabe

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.

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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.

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Verlag
Springer
Erscheinungsdatum
2008
Sprache
Englisch
ISBN 10 
3540626425
ISBN 13 
9783540626428
Einband
Taschenbuch
Anzahl der Seiten
328
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