Financial Mathematics (Record no. 10367)

MARC details
000 -LEADER
fixed length control field 04330nam a22006735i 4500
001 - CONTROL NUMBER
control field 978-3-540-68356-8
003 - CONTROL NUMBER IDENTIFIER
control field DE-He213
005 - DATE AND TIME OF LATEST TRANSACTION
control field 20190213151340.0
007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION
fixed length control field cr nn 008mamaa
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION
fixed length control field 121227s1997 gw | s |||| 0|eng d
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
International Standard Book Number 9783540683568
-- 978-3-540-68356-8
024 7# - OTHER STANDARD IDENTIFIER
Standard number or code 10.1007/BFb0091997
Source of number or code doi
050 #4 - LIBRARY OF CONGRESS CALL NUMBER
Classification number QA273.A1-274.9
050 #4 - LIBRARY OF CONGRESS CALL NUMBER
Classification number QA274-274.9
072 #7 - SUBJECT CATEGORY CODE
Subject category code PBT
Source bicssc
072 #7 - SUBJECT CATEGORY CODE
Subject category code MAT029000
Source bisacsh
072 #7 - SUBJECT CATEGORY CODE
Subject category code PBT
Source thema
072 #7 - SUBJECT CATEGORY CODE
Subject category code PBWL
Source thema
082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER
Classification number 519.2
Edition number 23
100 1# - MAIN ENTRY--PERSONAL NAME
Personal name Biais, Bruno.
Relator term author.
Relator code aut
-- http://id.loc.gov/vocabulary/relators/aut
245 10 - TITLE STATEMENT
Title Financial Mathematics
Medium [electronic resource] :
Remainder of title Lectures given at the 3rd Session of the Centro Internazionale Matematico Estivo (C.I.M.E.) held in Bressanone, Italy, July 8–13, 1996 /
Statement of responsibility, etc by Bruno Biais, Thomas Björk, Jakša Cvitanić, Nicole El Karoui, Elyés Jouini, Jean Charles Rochet ; edited by Wolfgang J. Runggaldier.
264 #1 -
-- Berlin, Heidelberg :
-- Springer Berlin Heidelberg :
-- Imprint: Springer,
-- 1997.
300 ## - PHYSICAL DESCRIPTION
Extent VII, 316 p.
Other physical details online resource.
336 ## -
-- text
-- txt
-- rdacontent
337 ## -
-- computer
-- c
-- rdamedia
338 ## -
-- online resource
-- cr
-- rdacarrier
347 ## -
-- text file
-- PDF
-- rda
490 1# - SERIES STATEMENT
Series statement C.I.M.E. Foundation Subseries ;
Volume number/sequential designation 1656
505 0# - FORMATTED CONTENTS NOTE
Formatted contents note 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.
520 ## - SUMMARY, ETC.
Summary, etc 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.
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Distribution (Probability theory.
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Public finance.
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Business mathematics.
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Finance.
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Differential equations, partial.
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Functional analysis.
650 14 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Probability Theory and Stochastic Processes.
-- http://scigraph.springernature.com/things/product-market-codes/M27004
650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Public Economics.
-- http://scigraph.springernature.com/things/product-market-codes/W34000
650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Business Mathematics.
-- http://scigraph.springernature.com/things/product-market-codes/523000
650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Quantitative Finance.
-- http://scigraph.springernature.com/things/product-market-codes/M13062
650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Partial Differential Equations.
-- http://scigraph.springernature.com/things/product-market-codes/M12155
650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Functional Analysis.
-- http://scigraph.springernature.com/things/product-market-codes/M12066
700 1# - ADDED ENTRY--PERSONAL NAME
Personal name Björk, Thomas.
Relator term author.
Relator code aut
-- http://id.loc.gov/vocabulary/relators/aut
700 1# - ADDED ENTRY--PERSONAL NAME
Personal name Cvitanić, Jakša.
Relator term author.
Relator code aut
-- http://id.loc.gov/vocabulary/relators/aut
700 1# - ADDED ENTRY--PERSONAL NAME
Personal name Karoui, Nicole El.
Relator term author.
Relator code aut
-- http://id.loc.gov/vocabulary/relators/aut
700 1# - ADDED ENTRY--PERSONAL NAME
Personal name Jouini, Elyés.
Relator term author.
Relator code aut
-- http://id.loc.gov/vocabulary/relators/aut
700 1# - ADDED ENTRY--PERSONAL NAME
Personal name Rochet, Jean Charles.
Relator term author.
Relator code aut
-- http://id.loc.gov/vocabulary/relators/aut
700 1# - ADDED ENTRY--PERSONAL NAME
Personal name Runggaldier, Wolfgang J.
Relator term editor.
Relator code edt
-- http://id.loc.gov/vocabulary/relators/edt
710 2# - ADDED ENTRY--CORPORATE NAME
Corporate name or jurisdiction name as entry element SpringerLink (Online service)
773 0# - HOST ITEM ENTRY
Title Springer eBooks
776 08 - ADDITIONAL PHYSICAL FORM ENTRY
Display text Printed edition:
International Standard Book Number 9783540626428
776 08 - ADDITIONAL PHYSICAL FORM ENTRY
Display text Printed edition:
International Standard Book Number 9783662193532
830 #0 - SERIES ADDED ENTRY--UNIFORM TITLE
Uniform title C.I.M.E. Foundation Subseries ;
Volume number/sequential designation 1656
856 40 - ELECTRONIC LOCATION AND ACCESS
Uniform Resource Identifier https://doi.org/10.1007/BFb0091997
912 ## -
-- ZDB-2-SMA
912 ## -
-- ZDB-2-LNM
912 ## -
-- ZDB-2-BAE

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