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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 : 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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Bibliografiset tiedot
Päätekijät:	Biais, Bruno, 1962-...., économiste (Tekijä), Cvitanić, Jaksž, 1962- (Tekijä), Jouini, Elyes, 1965-...., Economiste (Tekijä), El Karoui, Nicole, 1944-...., mathématicienne (Tekijä), Rochet, Jean-Charles, 1957-...., économiste (Tekijä), Björk, Tomas, 1947-...., mathématicien (Tekijä)
Muut tekijät:	Runggaldier, Wolfgang J., 19..-...., mathématicien (Päätoimittaja)
Aineistotyyppi:	Livre numérique
Kieli:	Anglais
Julkaistu:	Berlin [etc.] : Springer [20..]. Cham : Springer Nature
Sarja:	Lecture notes in mathematics 1656
Aiheet:	Équations aux dérivées partielles Probabilités Mathématiques financières Analyse fonctionnelle Finances > Modèles mathématiques Actes de congrès
Linkit:	Accès sur la plateforme de l'éditeur Accès sur la plateforme Istex Accès Université d'Orléans Accès INSA CVL
Huomautus:	Archives Springer e-books (Licence nationale) Archives Springer e-books (Licence nationale)
Autres localisations:	Voir dans le Sudoc
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

Samankaltaisia teoksia

Mathematical Modelling of Industrial Processes : Lectures given at the 3rd Session of the Centro Internazionale Matematico Estivo (C.I.M.E.) held in Bari, Italy, Sept. 24 29, 1990
Tekijä: Busenberg, Stavros N., et al.

Phase Transitions and Hysteresis : Lectures given at the 3rd Session of the Centro Internazionale Matematico Estivo (C.I.M.E.) held in Montecatini Terme, Italy, July 13 21, 1993
Tekijä: Brokate, Martin, 1953-, et al.

Arithmetic Theory of Elliptic Curves : Lectures given at the 3rd Session of the Centro Internazionale Matematico Estivo (C.I.M.E.) held in Cetraro, Italy, July 12 19, 1997
Tekijä: Coates, John Henry, 1945-2022, mathématicien, et al.

Transcendental Methods in Algebraic Geometry : Lectures given at the 3rd Session of the Centro Internazionale Matematico Estivo (C.I.M.E.) Held in Cetraro, Italy, July 4 12, 1994
Tekijä: Demailly, Jean-Pierre, 1957-2022, mathématicien, et al.

Logic and Computer Science : Lectures given at the 1st Session of the Centro Internazionale Matematico Estivo (C.I.M.E.) held at Montecatini Terme, Italy, June 20 28, 1988
Tekijä: Homer, Steven, et al.

Fluid Dynamics : Lectures given at the 3rd1982 Session of the Centro Internazionale Matematico Estivo (C.I.M.E.) held at Varenna, Italy, August 22 September 1, 1982

Nonequilibrium Problems in Many-Particle Systems : Lectures given at the 3rd Session of the Centro Internazionale Matematico Estivo (C.I.M.E.) held in Montecatini, Italy, June 15 27, 1992
Tekijä: Pulvirenti, Mario, 1946-...., mathématicien, et al.

Mathematics Inspired by Biology : Lectures given at the 1st Session of the Centro Internazionale Matematico Estivo (C.I.M.E.) held in Martina Franca, Italy, June 13 20, 1997
Tekijä: Diekmann, Odo, 1948-...., mathématicien, et al.

Singularities of analytic spaces : Lectures given at a Summer School of the Centro Internazionale Matematico Estivo (C.I.M.E.) held in Bressanone (Bolzano), Italy, June 16-25, 1974
Tekijä: Tognoli, Alberto, 1937-...., Mathématicien
Julkaistu: (2011)

Microlocal analysis and applications : lectures given at the 2nd Session of the Centro internazionale matematico estivo (C.I.M.E.) held at Montecatini Terme, Italy, July 3-11, 1989
Tekijä: Bony, Jean-Michel, 1942-...., mathématicien, et al.

Mathematical Economics : Lectures given at the 2nd 1986 Session of the Centro Internazionale Matematico Estivo (C.I.M.E.) held at Montecatini Terme, Italy June 25 July 3, 1986

Probability and analysis : lectures given at the 1st 1985 session of the Centro internazionale matematico estivo (C.I.M.E.) held at Varenna (Como), Italy, May 31-June 8, 1985
Tekijä: Letta, Giorgio, 1936-...., mathématicien
Julkaistu: (1986)

Integrable Systems and Quantum Groups : Lectures given at the 1st Session of the Centro Internazionale Matematico Estivo (C.I.M.E.) held in Montecatini Terme, Italy, June 14 22, 1993
Tekijä: Donagi, Ron, 1956-...., mathématicien, et al.

Dynamical Systems : Lectures Given at the 2nd Session of the Centro Internazionale Matematico Estivo (C.I.M.E.) held in Montecatini Terme, Italy, June 13 22, 1994
Tekijä: Arnold, Ludwig, 1937-...., mathématicien, et al.

Transition to Chaos in Classical and Quantum Mechanics : Lectures given at the 3rd Session of the Centro Internazionale Matematico Estivo (C.I.M.E.) held in Montecatini Terme, Italy, July 6 13, 1991
Tekijä: Bellissard, Jean, 19..-, et al.

Numerical Methods in Fluid Dynamics : Lectures given at the 3rd 1983 Session of the Centro Internationale Matematico Estivo (C.I.M.E.) held at Como, Italy, July 7 15, 1983
Tekijä: Brezzi, Franco, 1945-

Nonlinear filtering and stochastic control : proceedings of the 3rd 1981 session of the Centro internazionale matematico estivo (C.I.M.E.), held at Cortona, July 1-10, 1981
Julkaistu: (1982)

Dirichlet Forms : Lectures given at the 1st Session of the Centro Internazionale Matematico Estivo (C.I.M.E.) held in Varenna, Italy, June 8 19, 1992
Tekijä: Fabes, Eugene, 1937-1997, et al.

Global Geometry and Mathematical Physics : Lectures given at the 2nd Session of the Centro Internazionale Matematico Estivo (C.I.M.E.) held at Montecatini Terme, Italy, July 4 12, 1988
Tekijä: Alvarez-Gaumé, Luis, 1955-, et al.

Recursion theory and computational complexity : Lectures given at a Summer School of the Centro Internazionale Matematico Estivo (C.I.M.E.) held in Bressanone (Bolzano), Italy, June 14-23, 1979
Tekijä: Lolli, Gabriele, 1942-
Julkaistu: (2011)

Probability and Analysis : Lectures given at the 1st 1985 Session of the Centro Internazionale Matematico Estivo (C.I.M.E.) held at Varenna (Como), Italy May 31 June 8, 1985
Tekijä: Letta, Giorgio, 1936-...., mathématicien

Nonlinear diffusion problems : lectures given at the 2nd 1985 session of the Centro internazionale matematico estivo (C.I.M.E.) held at Montecatini Terme, Italy, June 10 - June 18, 1985

Nonlinear Filtering and Stochastic Control : Proceedings of the 3rd1981 Session of the Centro Internazionale Matematico Estivo (C.I.M.E.), Held at Cortona, July 1 10, 1981

Topics in Calculus of Variations : Lectures given at the 2nd 1987 Session of the Centro Internazionale Matematico Estivo (C.I.M.E.) held at Montecatini Terme, Italy, July 20 28, 1987

The Global Theory of Minimal Surfaces in Flat Spaces : Lectures given at the 2nd Session of the Centro Internazionale Matematico Estivo (C.I.M.E.) held in Martina Franca, Italy July 7-14, 1999
Tekijä: Meeks, William H., 1947-, et al.

H-Control Theory : Lectures given at the 2nd Session of the Centro Internazionale Matematico Estivo (C.I.M.E.) held in Como, Italy, June 18 26, 1990
Tekijä: Foia—s, Ciprian, 1933-2020, et al.

Schrödinger operators : lectures given at the 2nd 1984 session of the Centro internationale matematico estivo (CIME) held at Como, Italy, Aug. 26-Sept. 4, 1984
Julkaistu: (1985)

Computational mathematics driven by industrial problems : lectures given at the 1st session of the Centro internazionale matematico estivo (C.I.M.E.) held in Martina Franca, Italy, June 21-27, 1999
Tekijä: Burkard, Rainer E., 1943-, et al.

Viscosity solutions and applications : lectures given at the 2nd session of the Centro internazionale matematico estivo (CIME) held in Montecatini Terme, Italy, June 12-20, 1995
Tekijä: Bardi, Martino, 1956-, et al.

Vector bundles on curves : new directions : lectures given at the 3rd session of the Centro internazionale matematico estivo (C.I.M.E.) held in Cetraro (Cosenza), Italy, June 19-27, 1995
Tekijä: Kumar, Shrawan, 1953-...., mathématicien, et al.

Recent Mathematical Methods in Nonlinear Wave Propagation : Lectures given at the 1st Session of the Centro Internazionale Matematico Estivo (C.I.M.E.), held in Montecatini Terme, Italy, May 23 31, 1994
Tekijä: Boillat, Guy, et al.

Topological Methods for Ordinary Differential Equations : Lectures given at the 1st Session of the Centro Internazionale Matematico Estivo (C.I.M.E.) held in Montecatini Terme, Italy, June 24 July 2, 1991
Tekijä: Fitzpatrick, Patrick Michael, 1946-, et al.

Relativistic Fluid Dynamics : Lectures given at the 1st 1987 Session of the Centro Internazionale Matematico Estivo (C.I.M.E.) held at Noto, Italy, May 25 June 3, 1987

Spectral analysis : Lectures given at a Summer School of the Centro Internazionale Matematico Estivo (C.I.M.E.) held in Varenna (Como), Italy, August 24-September 2, 1973
Tekijä: Cecconi, Jaures, 1918-2012, mathématicien
Julkaistu: (2011)

Filtration in Porous Media and Industrial Application : Lectures given at the 4th Session of the Centro Internazionale Matematico Estivo (C.I.M.E.) held in Cetraro, Italy August 24 29, 1998
Tekijä: Espedal, Magne S., 1942-, et al.

Harmonic mappings and minimal immersions : lectures given at the 1st 1984 Session of the Centro internationale matematico estivo (CIME) held at Montecatini, Italy, June 24 - July 3, 1984

Calculus of Variations and Geometric Evolution Problems : Lectures given at the 2nd Session of the Centro Internazionale Matematico Estivo (C.I.M.E.) held in Cetraro, Italy, June 15 22, 1996
Tekijä: Steffen, Klaus, 1945-, et al.

Schrödinger Operators : Lectures given at the 2nd 1984 Session of the Centro Internationale Matematico Estivo (C.I.M.E.) held at Como, Italy, Aug. 26 Sept. 4, 1984

Integral geometry, radon transforms, and complex analysis : lectures given at the 1st session of the Centro internazionale matematico estivo (C.I.M.E.) held in Venezia, Italy, June 3-12, 1996
Tekijä: Berenstein, Carlos A., et al.

Prices in financial markets
Tekijä: Dothan, Michael U.
Julkaistu: (1990)

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