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Record Nr.

UNICAMPANIAVAN00096074

Titolo

Paris-Princeton lectures on mathematical finance 2013 / Fred Espen Benth ... [et al.] ; Vicky Henderson, Ronnie Sircar editors

Pubbl/distr/stampa

Cham, : Springer, 2013

Titolo uniforme

Paris-Princeton lectures on mathematical finance 2013

Descrizione fisica

IX, 316 p. : ill. ; 24 cm

Soggetti

49J55 - Existence of optimal solutions to problems involving randomness [MSC 2020]

60H07 - Stochastic calculus of variations and the Malliavin calculus [MSC 2020]

90C46 - Optimality conditions and duality in mathematical programming [MSC 2020]

91B70 - Stochastic models in economics [MSC 2020]

91Gxx - Actuarial science and mathematical finance [MSC 2020]

Lingua di pubblicazione

Inglese

Formato

Materiale a stampa

Livello bibliografico

Monografia