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 / by Bruno Biais, Thomas Björk, Jakša Cvitanić, Nicole El Karoui, Elyés Jouini, Jean Charles Rochet ; edited by Wolfgang J. Runggaldier
(Lecture Notes in Mathematics ; 1656)
| データ種別 | 電子ブック |
|---|---|
| 出版者 | Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer |
| 出版年 | 1997 |
| 本文言語 | 英語 |
| 大きさ | VII, 316 p : online resource |
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| 内容注記 | 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 |
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| 一般注記 | 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. B. Biais, J.C. Rochet: Risk-sharing, adverse selection and market structure.- T. Björk: Interest-rate theory.- J. Cvitanic: Optimal trading under constraints.- N. El Karoui, M.C. Quenez: Nonlinear pricing theory and backward stochastic differential equations.- E. Jouini: Market imperfections, equilibrium and arbitrage |
| 著者標目 | *Biais, Bruno author Björk, Thomas author Cvitanić, Jakša author Karoui, Nicole El author Jouini, Elyés author Rochet, Jean Charles author Runggaldier, Wolfgang J. editor SpringerLink (Online service) |
| 件 名 | LCSH:Mathematics LCSH:Business mathematics LCSH:Functional analysis LCSH:Partial differential equations LCSH:Economics, Mathematical LCSH:Probabilities LCSH:Public finance FREE:Mathematics FREE:Probability Theory and Stochastic Processes FREE:Public Economics FREE:Business Mathematics FREE:Quantitative Finance FREE:Partial Differential Equations FREE:Functional Analysis |
| 分 類 | DC23:519.2 |
| 巻冊次 | ISBN:9783540683568 
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| ISBN | 9783540683568 |
| URL | http://dx.doi.org/10.1007/BFb0091997 |
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