000 | 03961nam a22006255i 4500 | ||
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001 | 978-3-540-44644-6 | ||
003 | DE-He213 | ||
005 | 20190213151142.0 | ||
007 | cr nn 008mamaa | ||
008 | 121227s2004 gw | s |||| 0|eng d | ||
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_a9783540446446 _9978-3-540-44644-6 |
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024 | 7 |
_a10.1007/b100122 _2doi |
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050 | 4 | _aQA273.A1-274.9 | |
050 | 4 | _aQA274-274.9 | |
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_a519.2 _223 |
100 | 1 |
_aBack, Kerry. _eauthor. _4aut _4http://id.loc.gov/vocabulary/relators/aut |
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245 | 1 | 0 |
_aStochastic Methods in Finance _h[electronic resource] : _bLectures given at the C.I.M.E.-E.M.S. Summer School held in Bressanone/Brixen, Italy, July 6-12, 2003 / _cby Kerry Back, Tomasz R. Bielecki, Christian Hipp, Shige Peng, Walter Schachermayer. |
264 | 1 |
_aBerlin, Heidelberg : _bSpringer Berlin Heidelberg : _bImprint: Springer, _c2004. |
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300 |
_aXVI, 312 p. _bonline resource. |
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336 |
_atext _btxt _2rdacontent |
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_acomputer _bc _2rdamedia |
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_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 ; _v1856 |
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505 | 0 | _aPreface -- Kerry Back: Incomplete and Asymmetric Information in Asset Pricing Theory -- Tomasz R. Bielecki, Monique Jeanblanc, Marek Rutkowski: Modeling and Valuation of Credit Risk -- Christian Hipp: Stochastic Control with Application in Insurance -- Shige Peng: Nonlinear Expectations, Nonlinear Evaluations and Risk Measures -- Walter Schachermayer: Utility Maximisation in Incomplete Markets. | |
520 | _aThis volume includes the five lecture courses given at the CIME-EMS School on "Stochastic Methods in Finance" held in Bressanone/Brixen, Italy 2003. It deals with innovative methods, mainly from stochastic analysis, that play a fundamental role in the mathematical modelling of finance and insurance: the theory of stochastic processes, optimal and stochastic control, stochastic differential equations, convex analysis and duality theory. Five topics are treated in detail: Utility maximization in incomplete markets; the theory of nonlinear expectations and its relationship with the theory of risk measures in a dynamic setting; credit risk modelling; the interplay between finance and insurance; incomplete information in the context of economic equilibrium and insider trading. | ||
650 | 0 | _aDistribution (Probability theory. | |
650 | 0 | _aPublic finance. | |
650 | 0 | _aFinance. | |
650 | 0 | _aMathematics. | |
650 | 0 | _aSystems theory. | |
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 |
_aQuantitative Finance. _0http://scigraph.springernature.com/things/product-market-codes/M13062 |
650 | 2 | 4 |
_aGame Theory, Economics, Social and Behav. Sciences. _0http://scigraph.springernature.com/things/product-market-codes/M13011 |
650 | 2 | 4 |
_aSystems Theory, Control. _0http://scigraph.springernature.com/things/product-market-codes/M13070 |
700 | 1 |
_aBielecki, Tomasz R. _eauthor. _4aut _4http://id.loc.gov/vocabulary/relators/aut |
|
700 | 1 |
_aHipp, Christian. _eauthor. _4aut _4http://id.loc.gov/vocabulary/relators/aut |
|
700 | 1 |
_aPeng, Shige. _eauthor. _4aut _4http://id.loc.gov/vocabulary/relators/aut |
|
700 | 1 |
_aSchachermayer, Walter. _eauthor. _4aut _4http://id.loc.gov/vocabulary/relators/aut |
|
710 | 2 | _aSpringerLink (Online service) | |
773 | 0 | _tSpringer eBooks | |
776 | 0 | 8 |
_iPrinted edition: _z9783540229537 |
776 | 0 | 8 |
_iPrinted edition: _z9783662179529 |
830 | 0 |
_aC.I.M.E. Foundation Subseries ; _v1856 |
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856 | 4 | 0 | _uhttps://doi.org/10.1007/b100122 |
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