000 | 04330nam a22006735i 4500 | ||
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001 | 978-3-540-68356-8 | ||
003 | DE-He213 | ||
005 | 20190213151340.0 | ||
007 | cr nn 008mamaa | ||
008 | 121227s1997 gw | s |||| 0|eng d | ||
020 |
_a9783540683568 _9978-3-540-68356-8 |
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024 | 7 |
_a10.1007/BFb0091997 _2doi |
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050 | 4 | _aQA273.A1-274.9 | |
050 | 4 | _aQA274-274.9 | |
072 | 7 |
_aPBT _2bicssc |
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072 | 7 |
_aMAT029000 _2bisacsh |
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072 | 7 |
_aPBT _2thema |
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072 | 7 |
_aPBWL _2thema |
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082 | 0 | 4 |
_a519.2 _223 |
100 | 1 |
_aBiais, Bruno. _eauthor. _4aut _4http://id.loc.gov/vocabulary/relators/aut |
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245 | 1 | 0 |
_aFinancial Mathematics _h[electronic resource] : _bLectures given at the 3rd Session of the Centro Internazionale Matematico Estivo (C.I.M.E.) held in Bressanone, Italy, July 8–13, 1996 / _cby Bruno Biais, Thomas Björk, Jakša Cvitanić, Nicole El Karoui, Elyés Jouini, Jean Charles Rochet ; edited by Wolfgang J. Runggaldier. |
264 | 1 |
_aBerlin, Heidelberg : _bSpringer Berlin Heidelberg : _bImprint: Springer, _c1997. |
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300 |
_aVII, 316 p. _bonline resource. |
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336 |
_atext _btxt _2rdacontent |
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337 |
_acomputer _bc _2rdamedia |
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338 |
_aonline resource _bcr _2rdacarrier |
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347 |
_atext file _bPDF _2rda |
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490 | 1 |
_aC.I.M.E. Foundation Subseries ; _v1656 |
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505 | 0 | _aRisk 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 | _aFinancial 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 | _aDistribution (Probability theory. | |
650 | 0 | _aPublic finance. | |
650 | 0 | _aBusiness mathematics. | |
650 | 0 | _aFinance. | |
650 | 0 | _aDifferential equations, partial. | |
650 | 0 | _aFunctional analysis. | |
650 | 1 | 4 |
_aProbability Theory and Stochastic Processes. _0http://scigraph.springernature.com/things/product-market-codes/M27004 |
650 | 2 | 4 |
_aPublic Economics. _0http://scigraph.springernature.com/things/product-market-codes/W34000 |
650 | 2 | 4 |
_aBusiness Mathematics. _0http://scigraph.springernature.com/things/product-market-codes/523000 |
650 | 2 | 4 |
_aQuantitative Finance. _0http://scigraph.springernature.com/things/product-market-codes/M13062 |
650 | 2 | 4 |
_aPartial Differential Equations. _0http://scigraph.springernature.com/things/product-market-codes/M12155 |
650 | 2 | 4 |
_aFunctional Analysis. _0http://scigraph.springernature.com/things/product-market-codes/M12066 |
700 | 1 |
_aBjörk, Thomas. _eauthor. _4aut _4http://id.loc.gov/vocabulary/relators/aut |
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700 | 1 |
_aCvitanić, Jakša. _eauthor. _4aut _4http://id.loc.gov/vocabulary/relators/aut |
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700 | 1 |
_aKaroui, Nicole El. _eauthor. _4aut _4http://id.loc.gov/vocabulary/relators/aut |
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700 | 1 |
_aJouini, Elyés. _eauthor. _4aut _4http://id.loc.gov/vocabulary/relators/aut |
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700 | 1 |
_aRochet, Jean Charles. _eauthor. _4aut _4http://id.loc.gov/vocabulary/relators/aut |
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700 | 1 |
_aRunggaldier, Wolfgang J. _eeditor. _4edt _4http://id.loc.gov/vocabulary/relators/edt |
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710 | 2 | _aSpringerLink (Online service) | |
773 | 0 | _tSpringer eBooks | |
776 | 0 | 8 |
_iPrinted edition: _z9783540626428 |
776 | 0 | 8 |
_iPrinted edition: _z9783662193532 |
830 | 0 |
_aC.I.M.E. Foundation Subseries ; _v1656 |
|
856 | 4 | 0 | _uhttps://doi.org/10.1007/BFb0091997 |
912 | _aZDB-2-SMA | ||
912 | _aZDB-2-LNM | ||
912 | _aZDB-2-BAE | ||
999 |
_c10367 _d10367 |