Financial mathematics: lectures given at the 3rd session of the Centro Internazionale Matematico Estivo
Bruno Biais, Thomas Björk, Jaka Cvitanic, Nicole El Karoui, Elyes Jouini, J.C. Rochet, Wolfgang J. Runggaldier
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.
Kategori:
Tahun:
1997
Edisi:
1
Penerbit:
Springer
Bahasa:
english
Halaman:
321
ISBN 10:
3540626425
ISBN 13:
9783540626428
Nama siri:
Lecture notes in mathematics 1656
Fail:
DJVU, 2.08 MB
IPFS:
,
english, 1997
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