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

AvJ.C. Rochet,Elyes Jouini

E-bok
PDF, Engelska, 2006

611 kr

Läs direkt i Bokus Reader – eller ladda ned till din enhet (PDF kräver ofta zoom och scroll på små skärmar).

Beskrivning

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.

Produktinformation

Utforska kategorier

Hoppa över listan

Mer från samma författare

Del 1656

Financial Mathematics

Bruno Biais, Thomas Björk, Jakša Cvitanic, Nicole El Karoui, Elyes Jouini, J.C. Rochet, Wolfgang J. Runggaldier

Häftad, 1997

544 kr

Hoppa över listan

Du kanske också är intresserad av

Del 1656

Financial Mathematics

Bruno Biais, Thomas Björk, Jakša Cvitanic, Nicole El Karoui, Elyes Jouini, J.C. Rochet, Wolfgang J. Runggaldier

Häftad, 1997

544 kr