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

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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

種類:

図書

責任表示:

B. Biais [et al.] ; editor, W.J. Runggaldier

出版情報:

Berlin ; Heidelberg : Springer, c1997

著者名:

Biais, B. (Bruno)

Björk, T. (Tomas)

Cvitanić, J. (Jakša)

El Karoui, Nicole <DA03125181>

Jouini, E. (Elyès)

Rochet, Jean-Charles <DA06944258>

Runggaldier, W. J. (Wolfgang J.) <DA11375672>

Centro internazionale matematico estivo <DA01710293>

続きを見る

シリーズ名:

Lecture notes in mathematics ; 1656 . Fondazione C.I.M.E., Firenze / adviser, Roberto Conti <BA00146586>

ISBN:

9783540626428 [3540626425]

注記:

Includes bibliographical references
Another authors: T. Björk, J. Cvitanić, N. El Karoui, E. Jouini, J.C. Rochet

所蔵情報

子書誌情報

タイトルが類似している資料

詳細

主題:

Business mathematics

分類・件名:

LCC : HF5691
DDC : 650/.01/513
NDC8 : 410.8
NDC8 : 331.19
LCSH : Business mathematics

LCCN:

97007799

TTLL:

eng

言語:

英語

形態:

vi, 316 p. : ill. ; 24 cm

目次情報:

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

書誌ID:

BA30143667

内容紹介

目次情報

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