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
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Autres auteurs : | , , , , , , |
Format : | Livre |
Langue : | anglais |
Titre complet : | 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 / B. Biais, T. Björk, J. Cvitanic, ... [et al.]; W. J. Runggaldier (ed.) |
Publié : |
Berlin, Paris [etc.] :
Springer
, copyright 1997 |
Description matérielle : | 1 vol. (VI-316 p.) |
Collection : | Lecture notes in mathematics ; 1656 |
Titre de l'ensemble : | Lecture notes in mathematics vol. 1656 |
Contenu : | Risk sharing, adverse selection and market structure / B. Biais, J.C. Rochet. Interest rate theory / T. Björk. Optimal trading under constraints / J. Cvitanić. Nonlinear pricing theory and backward stochastic differential equations / N. El Karouni, M.C. Quenez. Market imperfections, equilibrium and arbitrage / E. Jouini |
Sujets : | |
Documents associés : | Autre format:
Financial Mathematics |
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