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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
024 7 _a10.1007/BFb0091997
_2doi
050 4 _aQA273.A1-274.9
050 4 _aQA274-274.9
072 7 _aPBT
_2bicssc
072 7 _aMAT029000
_2bisacsh
072 7 _aPBT
_2thema
072 7 _aPBWL
_2thema
082 0 4 _a519.2
_223
100 1 _aBiais, Bruno.
_eauthor.
_4aut
_4http://id.loc.gov/vocabulary/relators/aut
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.
300 _aVII, 316 p.
_bonline resource.
336 _atext
_btxt
_2rdacontent
337 _acomputer
_bc
_2rdamedia
338 _aonline resource
_bcr
_2rdacarrier
347 _atext file
_bPDF
_2rda
490 1 _aC.I.M.E. Foundation Subseries ;
_v1656
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
700 1 _aCvitanić, Jakša.
_eauthor.
_4aut
_4http://id.loc.gov/vocabulary/relators/aut
700 1 _aKaroui, Nicole El.
_eauthor.
_4aut
_4http://id.loc.gov/vocabulary/relators/aut
700 1 _aJouini, Elyés.
_eauthor.
_4aut
_4http://id.loc.gov/vocabulary/relators/aut
700 1 _aRochet, Jean Charles.
_eauthor.
_4aut
_4http://id.loc.gov/vocabulary/relators/aut
700 1 _aRunggaldier, Wolfgang J.
_eeditor.
_4edt
_4http://id.loc.gov/vocabulary/relators/edt
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
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