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 PDF
by Bruno Biais, Thomas Bjork, Jaksa Cvitanic, Nicole El Karoui, Elyes Jouini, J.C. Rochet
Edited by Wolfgang J. Runggaldier
Part of the Lecture Notes in Mathematics series
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Description
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.
Information
-
Download - Immediately Available
- Format:PDF
- Publisher:Springer Berlin Heidelberg
- Publication Date:15/11/2006
- Category:
- ISBN:9783540683568
Information
-
Download - Immediately Available
- Format:PDF
- Publisher:Springer Berlin Heidelberg
- Publication Date:15/11/2006
- Category:
- ISBN:9783540683568
