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Biais / Cvitanic / Björk

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

Medium: Buch
ISBN: 978-3-540-62642-8
Verlag: Springer Berlin Heidelberg
Erscheinungstermin: 20.03.1997
Lieferfrist: bis zu 10 Tage

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.


Produkteigenschaften


  • Artikelnummer: 9783540626428
  • Medium: Buch
  • ISBN: 978-3-540-62642-8
  • Verlag: Springer Berlin Heidelberg
  • Erscheinungstermin: 20.03.1997
  • Sprache(n): Englisch
  • Auflage: 1997
  • Serie: C.I.M.E. Foundation Subseries
  • Produktform: Kartoniert
  • Gewicht: 1020 g
  • Seiten: 316
  • Format (B x H x T): 155 x 235 x 18 mm
  • Ausgabetyp: Kein, Unbekannt

Themen


Autoren/Hrsg.

Autoren

Herausgeber

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.