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Financial Mathematics : Lectures Given at the 3rd Session of the Centro Internazionale Matematico Estivo (C.I.M.E.) Held in Bressanone, Italy, July 8-13, 1996 - Bruno Biais

Financial Mathematics

Lectures Given at the 3rd Session of the Centro Internazionale Matematico Estivo (C.I.M.E.) Held in Bressanone, Italy, July 8-13, 1996

Paperback Published: 20th March 1997
ISBN: 9783540626428
Number Of Pages: 316

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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.

Contents
Risk sharing, adverse selection and market structure
Interest rate theory
Optimal trading under constraints
Nonlinear pricing theory and backward stochastic differential equations
Market imperfections, equilibrium and arbitrage
Table of Contents provided by Publisher. All Rights Reserved.

ISBN: 9783540626428
ISBN-10: 3540626425
Series: Lecture Notes in Economic and Mathematical Systems
Audience: General
Format: Paperback
Language: English
Number Of Pages: 316
Published: 20th March 1997
Publisher: Springer-Verlag Berlin and Heidelberg Gmbh & Co. Kg
Country of Publication: DE
Dimensions (cm): 23.39 x 15.6  x 1.75
Weight (kg): 0.46