LEADER 01646nas 2200457- 450 001 9910626168303321 005 20200909072041.5 011 $a2642-6757 035 $a(OCoLC)488458749 035 $a(CKB)5590000000001765 035 $a(CONSER)--2019204095 035 $a(EXLCZ)995590000000001765 100 $a20091214auuuu9999 --- a 101 0 $aeng 135 $aurmn||||||||| 181 $ctxt$2rdacontent 182 $cc$2rdamedia 183 $acr$2rdacarrier 200 10$a... International Conference on Probabilistic Methods Applied to Power Systems 210 1$a[Piscataway, NJ] :$c[IEEE] 215 $aonline resource 517 1 $aPMAPS ... 517 1 $a... IEEE ... International Conference on Probabilistic Methods Applied to Power Systems 517 1 $aConference proceedings 531 0 $aInt. Conf. Probab. Methods Appl. Power Syst. 606 $aElectric power systems$xStatistical methods$vCongresses 606 $aProbabilities$vCongresses 606 $aElectric power systems$xStatistical methods$2fast$3(OCoLC)fst00905592 606 $aProbabilities$2fast$3(OCoLC)fst01077737 608 $aConference papers and proceedings.$2fast 615 0$aElectric power systems$xStatistical methods 615 0$aProbabilities 615 7$aElectric power systems$xStatistical methods. 615 7$aProbabilities. 676 $a621.31 676 $a621.31 712 02$aInstitute of Electrical and Electronics Engineers, 906 $aCONFERENCE 912 $a9910626168303321 996 $a.. International Conference on Probabilistic Methods Applied to Power Systems$92963696 997 $aUNINA LEADER 04080nam 22008775 450 001 9910146286203321 005 20250731100720.0 010 $a3-540-68356-9 024 7 $a10.1007/BFb0091997 035 $a(CKB)1000000000437357 035 $a(SSID)ssj0000323146 035 $a(PQKBManifestationID)12099163 035 $a(PQKBTitleCode)TC0000323146 035 $a(PQKBWorkID)10296198 035 $a(PQKB)10538176 035 $a(DE-He213)978-3-540-68356-8 035 $a(MiAaPQ)EBC5585728 035 $a(MiAaPQ)EBC6711215 035 $a(Au-PeEL)EBL5585728 035 $a(OCoLC)1066192700 035 $a(Au-PeEL)EBL6711215 035 $a(OCoLC)1272999380 035 $a(PPN)155201549 035 $a(EXLCZ)991000000000437357 100 $a20121227d1997 u| 0 101 0 $aeng 135 $aurnn#008mamaa 181 $ctxt 182 $cc 183 $acr 200 10$aFinancial Mathematics $eLectures given at the 3rd Session of the Centro Internazionale Matematico Estivo (C.I.M.E.) held in Bressanone, Italy, July 8-13, 1996 /$fby Bruno Biais, Thomas Björk, Jak?a Cvitanic, Nicole El Karoui, Elyes Jouini, J.C. Rochet ; edited by Wolfgang J. Runggaldier 205 $a1st ed. 1997. 210 1$aBerlin, Heidelberg :$cSpringer Berlin Heidelberg :$cImprint: Springer,$d1997. 215 $a1 online resource (VII, 316 p.) 225 1 $aC.I.M.E. Foundation Subseries,$x2946-1820 ;$v1656 300 $aBibliographic Level Mode of Issuance: Monograph 311 08$a3-540-62642-5 320 $aIncludes bibliographical references. 327 $aRisk 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. 330 $aFinancial Mathematics is an exciting, emerging field of application. The five sets of course notes in this book provide a bird's eye view of the current "state of the art" and directions of research. For graduate students it will therefore serve as an introduction to the field while reseachers will find it a compact source of reference. The reader is expected to have a good knowledge of the basic mathematical tools corresponding to an introductory graduate level, and sufficient familiarity with probabilistic methods, in particular stochastic analysis. B. Biais, J.C. Rochet: Risk-sharing, adverse selection and market structure.- T. Björk: Interest-rate theory.- J. Cvitanic: Optimal trading under constraints.- N. El Karoui, M.C. Quenez: Nonlinear pricing theory and backward stochastic differential equations.- E. Jouini: Market imperfections, equilibrium and arbitrage. 410 0$aC.I.M.E. Foundation Subseries,$x2946-1820 ;$v1656 606 $aProbabilities 606 $aFinance, Public 606 $aBusiness mathematics 606 $aSocial sciences$xMathematics 606 $aDifferential equations 606 $aFunctional analysis 606 $aProbability Theory 606 $aPublic Economics 606 $aBusiness Mathematics 606 $aMathematics in Business, Economics and Finance 606 $aDifferential Equations 606 $aFunctional Analysis 615 0$aProbabilities. 615 0$aFinance, Public. 615 0$aBusiness mathematics. 615 0$aSocial sciences$xMathematics. 615 0$aDifferential equations. 615 0$aFunctional analysis. 615 14$aProbability Theory. 615 24$aPublic Economics. 615 24$aBusiness Mathematics. 615 24$aMathematics in Business, Economics and Finance. 615 24$aDifferential Equations. 615 24$aFunctional Analysis. 676 $a650.01513 700 $aBiais$b B$g(Bruno),$0284617 702 $aRunggaldier$b W. J$g(Wolfgang J.), 712 02$aCentro internazionale matematico estivo, 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 906 $aBOOK 912 $a9910146286203321 996 $aFinancial mathematics$9262437 997 $aUNINA