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...
Guardado en:
| Autores principales: | , , , , |
|---|---|
| Autor Corporativo: | |
| Otros Autores: | , |
| Formato: | Livre numérique |
| Lenguaje: | Anglais |
| Publicado: |
Berlin [etc.] :
Springer
[20..].
Cham : Springer Nature |
| Colección: | Lecture notes in mathematics
1856 |
| Materias: | |
| Acceso en línea: | 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 |
Tabla de Contenidos:
- Preface
- Kerry Back: Incomplete and Asymmetric Information in Asset Pricing Theory
- Tomasz R. Bielecki, Monique Jeanblanc, Marek Rutkowski: Modeling and Valuation of Credit Risk
- Christian Hipp: Stochastic Control with Application in Insurance
- Shige Peng: Nonlinear Expectations, Nonlinear Evaluations and Risk Measures
- Walter Schachermayer: Utility Maximisation in Incomplete Markets.