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
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 r...
Main Authors: | , , , |
---|---|
Format: | eBook |
Language: | English |
Published: |
Berlin, Heidelberg
Springer Berlin Heidelberg
1997, 1997
|
Edition: | 1st ed. 1997 |
Series: | C.I.M.E. Foundation Subseries
|
Subjects: | |
Online Access: | |
Collection: | Springer Book Archives -2004 - Collection details see MPG.ReNa |
Table of Contents:
- Risk sharing, adverse selection and market structure
- Interest rate theory
- Optimal trading under constraints
- Non-linear pricing theory and backward stochastic differential equations
- Market imperfections, equilibrium and arbitrage