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 (Lecture Notes in Mathematics, 1656)
ISBN-13:
9783540626428
ISBN-10:
3540626425
Edition:
1997
Author:
Jaksa Cvitanic, Bruno Biais, Thomas Björk, Nicole El Karoui, Elyes Jouini, J.C. Rochet, Wolfgang J. Runggaldier
Publication date:
1997
Publisher:
Springer
Format:
Paperback
323 pages
Category:
Public Finance
,
Economics
,
Finance
,
Management
,
Management & Leadership
,
Business Mathematics
,
Business Skills
,
C & C++
,
Programming Languages
,
Mathematical Analysis
,
Mathematics
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Book details
ISBN-13:
9783540626428
ISBN-10:
3540626425
Edition:
1997
Author:
Jaksa Cvitanic, Bruno Biais, Thomas Björk, Nicole El Karoui, Elyes Jouini, J.C. Rochet, Wolfgang J. Runggaldier
Publication date:
1997
Publisher:
Springer
Format:
Paperback
323 pages
Category:
Public Finance
,
Economics
,
Finance
,
Management
,
Management & Leadership
,
Business Mathematics
,
Business Skills
,
C & C++
,
Programming Languages
,
Mathematical Analysis
,
Mathematics
Summary
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 (Lecture Notes in Mathematics, 1656) (ISBN-13: 9783540626428 and ISBN-10: 3540626425), written by authors
Jaksa Cvitanic, Bruno Biais, Thomas Björk, Nicole El Karoui, Elyes Jouini, J.C. Rochet, Wolfgang J. Runggaldier, was published by Springer in 1997.
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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.
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