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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.) Loot Price: R1,962
Discovery Miles 19 620
Financial Mathematics - Lectures given at the 3rd Session of the Centro Internazionale Matematico Estivo (C.I.M.E.) held in...

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.)

Bruno Biais; Edited by Wolfgang J Runggaldier; Thomas Bjoerk, Jaksa Cvitanic, Nicole El Karoui, Elyes Jouini, J.C. Rochet

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

Imprint: Springer-Verlag
Country of origin: Germany
Series: Lecture Notes in Mathematics, 1656
Release date: March 1997
First published: 1997
Authors: Bruno Biais
Editors: Wolfgang J Runggaldier
Authors: Thomas Bjoerk • Jaksa Cvitanic • Nicole El Karoui • Elyes Jouini • J.C. Rochet
Dimensions: 235 x 155 x 17mm (L x W x T)
Format: Paperback
Pages: 316
Edition: 1997 ed.
ISBN-13: 978-3-540-62642-8
Categories: Books > Business & Economics > Finance & accounting > Finance > General
Books > Business & Economics > Business & management > Business mathematics & systems > General
Books > Science & Mathematics > Mathematics > Applied mathematics > Stochastics
Books > Money & Finance > General
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LSN: 3-540-62642-5
Barcode: 9783540626428

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