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Financial Mathematics de Bruno Biais

Financial Mathematics: Lecture Notes in Mathematics, cartea 1656

Autor Bruno Biais, Thomas Björk, Jak¿a Cvitanic, Nicole El Karoui, Elyes Jouini, J. C. Rochet Editat de Wolfgang J. Runggaldier
en Limba Engleză Paperback – 20 mar 1997
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.
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Specificații

ISBN-13: 9783540626428
ISBN-10: 3540626425
Pagini: 328
Ilustrații: VII, 316 p.
Dimensiuni: 155 x 235 x 18 mm
Greutate: 0.5 kg
Ediția:1997
Editura: Springer
Colecția Lecture Notes in Mathematics
Seria Lecture Notes in Mathematics

Locul publicării:Berlin, Heidelberg, Germany

Public țintă

Research

Cuprins

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.

Textul de pe ultima copertă

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.