Financial Mathematics / Lecture Notes in Mathematics Bd.1656 (PDF)
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...
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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 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.
- Autoren: Bruno Biais , Thomas Björk , Jaksa Cvitanic , Nicole El Karoui , Elyes Jouini , J. C. Rochet
- 2006, 1997, 316 Seiten, Englisch
- Herausgegeben: Wolfgang J. Runggaldier
- Verlag: Springer Berlin Heidelberg
- ISBN-10: 3540683569
- ISBN-13: 9783540683568
- Erscheinungsdatum: 15.11.2006
Abhängig von Bildschirmgröße und eingestellter Schriftgröße kann die Seitenzahl auf Ihrem Lesegerät variieren.
- Dateiformat: PDF
- Größe: 21 MB
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