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＜電子ブック＞
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 / by Bruno Biais, Thomas Björk, Jakša Cvitanic, Nicole El Karoui, Elyes Jouini, J.C. Rochet ; edited by Wolfgang J. Runggaldier
(C.I.M.E. Foundation Subseries. ISSN:29461820 ; 1656)

版	1st ed. 1997.
出版者	Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer
出版年	1997
本文言語	英語
大きさ	VII, 316 p : online resource
冊子体	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
著者標目	*Biais, Bruno author Björk, Thomas author Cvitanic, Jakša author El Karoui, Nicole author Jouini, Elyes author Rochet, J.C author Runggaldier, Wolfgang J editor SpringerLink (Online service)
件　名	LCSH:Probabilities LCSH:Finance, Public LCSH:Business mathematics LCSH:Social sciences -- Mathematics  全ての件名で検索 LCSH:Differential equations LCSH:Functional analysis FREE:Probability Theory FREE:Public Economics FREE:Business Mathematics FREE:Mathematics in Business, Economics and Finance FREE:Differential Equations FREE:Functional Analysis
一般注記	Risk 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 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. 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 Accessibility summary: This PDF is not accessible. It is based on scanned pages and does not support features such as screen reader compatibility or described non-text content (images, graphs etc). However, it likely supports searchable and selectable text based on OCR (Optical Character Recognition). Users with accessibility needs may not be able to use this content effectively. Please contact us at accessibilitysupport@springernature.com if you require assistance or an alternative format Inaccessible, or known limited accessibility No reading system accessibility options actively disabled Publisher contact for further accessibility information: accessibilitysupport@springernature.com HTTP:URL=https://doi.org/10.1007/BFb0091997

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