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: | , , , |
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| Format: | eBook |
| Language: | English |
| Published: |
Berlin, Heidelberg
Springer Berlin Heidelberg
1997, 1997
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| Edition: | 1st ed. 1997 |
| Series: | C.I.M.E. Foundation Subseries
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| 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