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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

Jezik EngleskiEngleski
Knjiga Meki uvez
Knjiga Financial Mathematics Bruno Biais
Libristo kod: 05274674
Nakladnici Springer, Berlin, studeni 1996
Financial Mathematics is an exciting, emerging field of application. The five sets of course notes i... Cijeli opis
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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.

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Informacije o knjizi

Puni naziv Financial Mathematics
Autor Bruno Biais, Thomas Björk, Jaksa Cvitanic, Nicole El Karoui, Elyes Jouini, J. C. Rochet, Wolfgang J. Runggaldier
Jezik Engleski
Uvez Knjiga - Meki uvez
Datum izdanja 1997
Broj stranica 316
EAN 9783540626428
ISBN 3540626425
Libristo kod 05274674
Nakladnici Springer, Berlin
Težina 472
Dimenzije 156 x 234 x 17

Kategorija

Economics, Finance, Business & Management > Finance & accounting > Finance > Public finance & taxation
Mathematics & Science > Mathematics > Calculus & mathematical analysis > Functional analysis & transforms
Mathematics & Science > Mathematics > Calculus & mathematical analysis > Differential calculus & equations
Mathematics & Science > Mathematics > Applied mathematics > Stochastics
Economics, Finance, Business & Management > Business & Management > Management & management techniques
Economics, Finance, Business & Management > Business & Management > Business mathematics & systems
Mathematics & Science > Mathematics > Probability & statistics
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