03181nam 2200625 450 99646665580331620220513021803.03-540-68356-910.1007/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)99100000000043735720220513d1997 uy 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 /B. Biais [and five others] ; editor, W. J. Runggaldier ; Centro internazionale matematico estivo, contributor1st ed. 1997.Berlin ;New York :Springer,[1997]©19971 online resource (VII, 316 p.)Lecture notes in mathematics ;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.Lecture notes in mathematics (Springer-Verlag) ;1656.Business mathematicsBusiness mathematics.650.01513Biais B(Bruno),284617Runggaldier W. J(Wolfgang J.),Centro internazionale matematico estivo,MiAaPQMiAaPQMiAaPQBOOK996466655803316Financial mathematics262437UNISA