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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
Language
English
English
Book
Paperback
Financial Mathematics is an exciting, emerging field of application. The five sets of course notes i...
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Libristo code: 05274674
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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.
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About the book
Full name
Financial Mathematics
Author
Bruno Biais, Thomas Björk, Jaksa Cvitanic, Nicole El Karoui, Elyes Jouini, J. C. Rochet, Wolfgang J. Runggaldier
Language
English
English
Binding
Book - Paperback
Date of issue
1997
Number of pages
316
EAN
9783540626428
ISBN
3540626425
Libristo code
05274674
Publishers
Springer, Berlin
Weight
472
Dimensions
156 x 234 x 17
Categories
Economics, Finance, Business & Management
>
Finance & accounting
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Finance
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Public finance & taxation
Mathematics & Science
>
Mathematics
>
Calculus & mathematical analysis
>
Functional analysis & transforms
Mathematics & Science
>
Mathematics
>
Calculus & mathematical analysis
>
Differential calculus & equations
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