Stochastic Methods in Finance : Lectures given at the C.I.M.E.-E.M.S. Summer School held in Bressanone/Brixen, Italy, July 6-12, 2003

This volume includes the five lecture courses given at the CIME-EMS School on "Stochastic Methods in Finance" held in Bressanone/Brixen, Italy 2003. It deals with innovative methods, mainly from stochastic analysis, that play a fundamental role in the mathematical modelling of finance and...

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Detalhes bibliográficos
Auteurs principaux: Back, Kerry (Auteur), Peng, Shige (Auteur), Hipp, Christian (Auteur), Bielecki, Tomasz R., 1955- (Auteur), Schachermayer, Walter, 1950-...., mathématicien (Auteur)
Autor Corporativo: C.I.M.E.-E.M.S. Summer School on Stochastic Methods in Finance (Auteur)
Outros Autores: Frittelli, Marco, 19..- (Directeur de la publication), Runggaldier, Wolfgang J., 19..-...., mathématicien (Directeur de la publication)
Formato: Livre numérique
Idioma:Anglais
Publicado em: Berlin [etc.] : Springer [20..].
Cham : Springer Nature
Colecção:Lecture notes in mathematics 1856
Assuntos:
Acesso em linha:Accès sur la plateforme de l'éditeur
Accès sur la plateforme Istex
Accès Université d'Orléans
Accès INSA CVL
Nota: Archives Springer e-books (Licence nationale)
Archives Springer e-books (Licence nationale)
Autres localisations: Voir dans le Sudoc
Edition sous un autre format:• Stochastic methods in finance, lectures given at the C.I.M.E.-E.M.S. Summer School held in Bressanone/Brixen, Italy, July 6-12, 2003, K. Back, T.R. Bielecki, C. Hipp... [et al.], 2004, Berlin, Springer, 1 vol. (XIII-306 p.), Lecture notes in mathematics, 3-540-22953-1
• Stochastic Methods in Finance, Texte imprimé, 9783662179529

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