Thomas Bjork – författare
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2 produkter
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
Av J.C. Rochet, Elyes Jouini m. fl.
E-bok, 2006
652 kr
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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 …
geometric view of the term structure of interest rates
Av Thomas Bjork
Häftad, 2001
280 kr
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This set of lecture notes is the outcome of a lecture series, given in April 2000 by the author while holding the “Cattedra Galileiana” at Scuola Normale Superiore in Pisa. The purpose of the lectures was to give an overview of some recent work concerning structural properties of the evolution of …
