Fiinancial Mathematics intl lectures
Bruno Biais, Thomas Björk, Jaka Cvitanic, Nicole El Karoui, Elyes Jouini, J.C. Rochet, Wolfgang J. Runggaldier
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.
Kategorie:
Rok:
1997
Wydanie:
1
Wydawnictwo:
Springer
Język:
english
Strony:
321
ISBN 10:
3540626425
ISBN 13:
9783540626428
Serie:
C.I.M.E. held in Bressanone, Italy, July 8-13, 1996
Plik:
PDF, 13.58 MB
IPFS:
,
english, 1997
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