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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| Taal: | Anglais |
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Berlin [etc.] :
Springer
[20..].
Cham : Springer Nature |
| Reeks: | Lecture notes in mathematics
1656 |
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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 |
Inhoudsopgave:
- 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.