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Format: Häftad (Paperback / softback)
Språk: Engelska
Antal sidor: 316
Utgivningsdatum: 1997-03-01
Upplaga: 1997 ed.
Förlag: Springer-Verlag Berlin and Heidelberg GmbH & Co. K
Medarbetare: Rochet, J.C. (förf)/Runggaldier, W. (red.)
Illustratör/Fotograf: 9 Abb
Illustrationer: VII, 316 p.
Dimensioner: 234 x 156 x 18 mm
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Antal komponenter: 1
Komponenter: 1 Paperback / softback
ISBN: 9783540626428

Financial Mathematics

Name: Financial Mathematics
Price: 677.00 SEK
Availability: InStock
Author: Bruno Biais, Thomas Bjrk, Jaka Cvitanic, Nicole El Karoui, Elyes Jouini
ISBN: 9783540626428

Lectures given at the 3rd Session of the Centro Internazionale Matematico Estivo (C.I.M.E.) held in Bressanone, Italy, July 8-13, 1996

av Bruno Biais, Thomas Bjrk, Jaka Cvitanic, Nicole El Karoui, Elyes Jouini

Häftad, Engelska, 1997-03-01

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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.

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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.