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...
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| Aineistotyyppi: | Livre numérique |
| Kieli: | Anglais |
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Berlin [etc.] :
Springer
[20..].
Cham : Springer Nature |
| Sarja: | Lecture notes in mathematics
1656 |
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Archives Springer e-books (Licence nationale) Archives Springer e-books (Licence nationale) |
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| Edition sous un autre format: | • 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, B. Biais, T. Björk, J. Cvitanić, ... [et autres], 1997, Berlin, Springer, 1 volume (VI-316 pages), Lecture notes in mathematics, 3-540-62642-5 • Financial Mathematics, Texte imprimé, 9783662193532 |
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| 020 | |a 9783540683568 (PDF) | ||
| 041 | 0 | |a eng | |
| 082 | |a 650.01513 | ||
| 082 | |a 510 | ||
| 245 | 0 | 0 | |a Financial Mathematics : |b Lectures given at the 3rd Session of the Centro Internazionale Matematico Estivo (C.I.M.E.) held in Bressanone, Italy, July 8 13, 1996 |c Bruno Biais, Thomas Björk, Jakša Cvitanić, Nicole Karoui, Elyés Jouini, Jean Charles Rochet ; editor, Wolfgang J. Runggaldier. |
| 260 | |a Berlin [etc.] : |b Springer. | ||
| 260 | |a Cham : |b Springer Nature, |c [20..]. | ||
| 490 | 0 | |a Lecture notes in mathematics |v 1656 |x 1617-9692 | |
| 500 | |a Archives Springer e-books (Licence nationale) | ||
| 500 | |a Archives Springer e-books (Licence nationale) | ||
| 505 | 0 | |a 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. | |
| 506 | |a Accès en ligne pour les établissements français bénéficiaires des licences nationales | ||
| 506 | |a Accès soumis à abonnement pour tout autre établissement | ||
| 506 | |a Conditions particulières de réutilisation pour les bénéficiaires des licences nationales. https://www.licencesnationales.fr/springer-nature-ebooks-contrat-licence-ln-2017 | ||
| 520 | |a 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. | ||
| 650 | |a Équations aux dérivées partielles | ||
| 650 | |a Probabilités | ||
| 650 | |a Mathématiques financières | ||
| 650 | |a Analyse fonctionnelle | ||
| 650 | |a Finances |x Modèles mathématiques | ||
| 650 | |a Actes de congrès | ||
| 700 | 1 | |a Biais, Bruno, |d 1962-...., |c économiste. |4 aut | |
| 700 | 1 | |a Cvitanić, Jaksž, |d 1962- |4 aut | |
| 700 | 1 | |a Jouini, Elyes, |d 1965-...., |c Economiste. |4 aut | |
| 700 | 1 | |a El Karoui, Nicole, |d 1944-...., |c mathématicienne. |4 aut | |
| 700 | 1 | |a Rochet, Jean-Charles, |d 1957-...., |c économiste. |4 aut | |
| 700 | 1 | |a Björk, Tomas, |d 1947-...., |c mathématicien. |4 aut | |
| 700 | 1 | |a Runggaldier, Wolfgang J., |d 19..-...., |c mathématicien. |4 pbd | |
| 710 | 2 | |a Centro internazionale matematico estivo. |4 orm | |
| 776 | 0 | |0 007950195 |t Financial mathematics |o lectures given at the 3rd session of the Centro Internazionale Matematico Estivo (C.I.M.E.) held in Bressanone, Italy, July 8-13, 1996 |f B. Biais, T. Björk, J. Cvitanić, ... [et autres] |d 1997 |c Berlin |n Springer |p 1 volume (VI-316 pages) |s Lecture notes in mathematics |z 3-540-62642-5 | |
| 776 | 0 | |t Financial Mathematics |b Texte imprimé |z 9783662193532 | |
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| 856 | 4 | |5 180339901:754006131 |u https://ezproxy.insa-cvl.fr/login?qurl=https://doi.org/10.1007/BFb0091997 |z Accès INSA CVL | |
| 997 | |0 971106 |1 Livre numérique |a Ressource numérique |b INSA |b ENSA |c 0/Bibliothèque numérique/ |c 1/Bibliothèque numérique/Autre ressource numérique/ | ||