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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 (Lecture Notes in Mathematics) [Paperback]

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Item description for 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 (Lecture Notes in Mathematics) by B. Biais, T. Bjork, J. Cvitanic, N. El Karoui, E. Jouini, J. C. Rochet, W. J. Runggaldier & B. Biais...

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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Item Specifications...


Pages   316
Est. Packaging Dimensions:   Length: 0.75" Width: 6.25" Height: 9.25"
Weight:   0.85 lbs.
Binding  Softcover
Release Date   Mar 20, 1997
Publisher   Springer
ISBN  3540626425  
ISBN13  9783540626428  


Availability  60 units.
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More About B. Biais, T. Bjork, J. Cvitanic, N. El Karoui, E. Jouini, J. C. Rochet, W. J. Runggaldier & B. Biais


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