9783540229537-3540229531-Stochastic Methods in Finance: Lectures given at the C.I.M.E.-E.M.S. Summer School held in Bressanone/Brixen, Italy, July 6-12, 2003 (Lecture Notes in Mathematics, 1856)

Stochastic Methods in Finance: Lectures given at the C.I.M.E.-E.M.S. Summer School held in Bressanone/Brixen, Italy, July 6-12, 2003 (Lecture Notes in Mathematics, 1856)

ISBN-13: 9783540229537
ISBN-10: 3540229531
Edition: 2004
Author: Walter Schachermayer, Kerry Back, Tomasz R. Bielecki, Wolfgang J. Runggaldier, Christian Hipp, Shige Peng, Marco Frittelli
Publication date: 2004
Publisher: Springer
Format: Paperback 328 pages
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Book details

ISBN-13: 9783540229537
ISBN-10: 3540229531
Edition: 2004
Author: Walter Schachermayer, Kerry Back, Tomasz R. Bielecki, Wolfgang J. Runggaldier, Christian Hipp, Shige Peng, Marco Frittelli
Publication date: 2004
Publisher: Springer
Format: Paperback 328 pages

Summary

Stochastic Methods in Finance: Lectures given at the C.I.M.E.-E.M.S. Summer School held in Bressanone/Brixen, Italy, July 6-12, 2003 (Lecture Notes in Mathematics, 1856) (ISBN-13: 9783540229537 and ISBN-10: 3540229531), written by authors Walter Schachermayer, Kerry Back, Tomasz R. Bielecki, Wolfgang J. Runggaldier, Christian Hipp, Shige Peng, Marco Frittelli, was published by Springer in 2004. With an overall rating of 4.4 stars, it's a notable title among other Public Finance (Economics, Finance, Computer Science, C & C++, Programming Languages, System Theory, Physics) books. You can easily purchase or rent Stochastic Methods in Finance: Lectures given at the C.I.M.E.-E.M.S. Summer School held in Bressanone/Brixen, Italy, July 6-12, 2003 (Lecture Notes in Mathematics, 1856) (Paperback) from BooksRun, along with many other new and used Public Finance books and textbooks. And, if you're looking to sell your copy, our current buyback offer is $0.3.

Description

This volume includes the five lecture courses given at the CIME-EMS School on "Stochastic Methods in Finance" held in Bressanone/Brixen, Italy 2003. It deals with innovative methods, mainly from stochastic analysis, that play a fundamental role in the mathematical modelling of finance and insurance: the theory of stochastic processes, optimal and stochastic control, stochastic differential equations, convex analysis and duality theory. Five topics are treated in detail: Utility maximization in incomplete markets; the theory of nonlinear expectations and its relationship with the theory of risk measures in a dynamic setting; credit risk modelling; the interplay between finance and insurance; incomplete information in the context of economic equilibrium and insider trading.
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