ENGLISH

Financial mathematics: lectures given at the 3rd session of the Centro Internazionale Matematico Estivo

By Bruno Biais , Thomas Björk , Jaka Cvitanic , Nicole El Karoui , Elyes Jouini , J.C. Rochet , Wolfgang J. Runggaldier

Book information

Publisher
Springer
Year
1997
ISBN
9783540626428, 3540626425
ISSN
0075-8434
LCC
QA3 .L28 no. 1656
Open Library ID
OL662318M
Language
english
Format
DJVU
Filesize
2 MB (2181638 bytes)
Series
Lecture notes in mathematics 1656
Edition
1
Pages
321\321
Topic
Economy
Library
Kolxo3
DPI
300
Scanned
yes
Time added
2009-07-20 03:45:11
Финансово-экономические дисциплины;Финансовая мате

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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