04080nam 22008775 450 991014628620332120250731100720.03-540-68356-910.1007/BFb0091997(CKB)1000000000437357(SSID)ssj0000323146(PQKBManifestationID)12099163(PQKBTitleCode)TC0000323146(PQKBWorkID)10296198(PQKB)10538176(DE-He213)978-3-540-68356-8(MiAaPQ)EBC5585728(MiAaPQ)EBC6711215(Au-PeEL)EBL5585728(OCoLC)1066192700(Au-PeEL)EBL6711215(OCoLC)1272999380(PPN)155201549(EXLCZ)99100000000043735720121227d1997 u| 0engurnn#008mamaatxtccrFinancial 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 /by Bruno Biais, Thomas Björk, Jakša Cvitanic, Nicole El Karoui, Elyes Jouini, J.C. Rochet ; edited by Wolfgang J. Runggaldier1st ed. 1997.Berlin, Heidelberg :Springer Berlin Heidelberg :Imprint: Springer,1997.1 online resource (VII, 316 p.)C.I.M.E. Foundation Subseries,2946-1820 ;1656Bibliographic Level Mode of Issuance: Monograph3-540-62642-5 Includes bibliographical references.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.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.C.I.M.E. Foundation Subseries,2946-1820 ;1656ProbabilitiesFinance, PublicBusiness mathematicsSocial sciencesMathematicsDifferential equationsFunctional analysisProbability TheoryPublic EconomicsBusiness MathematicsMathematics in Business, Economics and FinanceDifferential EquationsFunctional AnalysisProbabilities.Finance, Public.Business mathematics.Social sciencesMathematics.Differential equations.Functional analysis.Probability Theory.Public Economics.Business Mathematics.Mathematics in Business, Economics and Finance.Differential Equations.Functional Analysis.650.01513Biais B(Bruno),284617Runggaldier W. J(Wolfgang J.),Centro internazionale matematico estivo,MiAaPQMiAaPQMiAaPQBOOK9910146286203321Financial mathematics262437UNINA