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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 / B. Biais [et al.] ; editor, W.J. Runggaldier
(Lecture notes in mathematics ; 1656 . Fondazione C.I.M.E., Firenze / adviser, Roberto Conti)

Publisher Berlin ; Heidelberg : Springer
Year c1997
Language English
Size vi, 316 p. : ill. ; 24 cm
Authors Biais, B. (Bruno)
Björk, T. (Tomas)
Cvitanić, J. (Jakša)
El Karoui, Nicole
Jouini, E. (Elyès)
Rochet, Jean-Charles
Runggaldier, W. J. (Wolfgang J.)
Centro internazionale matematico estivo
Subjects LCSH:Business mathematics
Contents Risk sharing, adverse selection and market structure / Bruno Biais and Jean Charles Rochet
Interest rate theory / Tomas Björk
Optimal trading under constraints / by Jakša Cvitanić
Non-linear pricing theory and backward stochastic differential equations / El Karoui. N., Quenez. M.C.
Market imperfections, equilibrium and arbitrage / Elyès Jouini
Notes Includes bibliographical references
Another authors: T. Björk, J. Cvitanić, N. El Karoui, E. Jouini, J.C. Rochet
TOC

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数学図書室(図書) 図書
410.8//L49//VX2-1656
3540626425


0097003198

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Material Type Books
Classification LCC:HF5691
DC21:650/.01/513
NDC8:410.8
NDC8:331.19
ID 1000183925
ISBN 3540626425
NCID BA30143667

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