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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 (Paperback, 1997 ed.)
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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 (Paperback, 1997 ed.)
Series: Lecture Notes in Mathematics, 1656
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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.
General
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