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- catalog abstract "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. B. Biais, J.C. Rochet: Risk-sharing, adverse selection and market structure.- T. Björk: Interest-rate theory.- J. Cvitanic: Optimal trading under constraints.- N. El Karoui, M.C. Quenez: Nonlinear pricing theory and backward stochastic differential equations.- E. Jouini: Market imperfections, equilibrium and arbitrage.".
- catalog contributor b10303731.
- catalog contributor b10303732.
- catalog contributor b10303733.
- catalog created "1997.".
- catalog date "1997".
- catalog date "1997.".
- catalog dateCopyrighted "1997.".
- catalog description "Contents: B. Biais, J.C. Rochet: Risk sharing, adverse selection and market structure -- T. Björk: Interest rate theory -- J. Cvitanic: Optimal trading under constraints -- N. El Karoui, M.C. Quenez: Nonlinear pricing theory and backward stochastic differential equations -- E. Jouini: Market imperfections, equilibrium and arbitrage.".
- catalog description "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. B. Biais, J.C. Rochet: Risk-sharing, adverse selection and market structure.- T. Björk: Interest-rate theory.- J. Cvitanic: Optimal trading under constraints.- N. El Karoui, M.C. Quenez: Nonlinear pricing theory and backward stochastic differential equations.- E. Jouini: Market imperfections, equilibrium and arbitrage.".
- catalog description "Includes bibliographical references and index.".
- catalog extent "vi, 316 p. :".
- catalog identifier "3540626425 (alk. paper)".
- catalog isPartOf "Lecture notes in mathematics (Springer-Verlag) ; 1656.".
- catalog isPartOf "Lecture notes in mathematics ; 1656".
- catalog issued "1997".
- catalog issued "1997.".
- catalog language "eng".
- catalog publisher "Berlin ; New York : Springer-Verlag,".
- catalog subject "650/.01/513 21".
- catalog subject "Banks and banking.".
- catalog subject "Business mathematics.".
- catalog subject "Differential equations, partial.".
- catalog subject "Distribution (Probability theory).".
- catalog subject "Finance.".
- catalog subject "Functional analysis.".
- catalog subject "HF5691 .F49 1997".
- catalog subject "Mathematics.".
- catalog tableOfContents "Contents: B. Biais, J.C. Rochet: Risk sharing, adverse selection and market structure -- T. Björk: Interest rate theory -- J. Cvitanic: Optimal trading under constraints -- N. El Karoui, M.C. Quenez: Nonlinear pricing theory and backward stochastic differential equations -- E. Jouini: Market imperfections, equilibrium and arbitrage.".
- catalog title "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 / B. Biais ... [et al.] ; editor, W. Runggaldier.".
- catalog type "text".