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035   $a(DE-He213)978-3-540-68356-8
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035   $a(MiAaPQ)EBC6711215
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100   $a20220513d1997      uy             0
101 0 $aeng
135   $aurnn#008mamaa
181   $ctxt
182   $cc
183   $acr
200 10$aFinancial mathematics $electures given at the 3rd session of the Centro Internazionale Matematico Estivo (C.I.M.E.) held in Bressanone, Italy, July 8-13, 1996 /$fB. Biais [and five others] ; editor, W. J. Runggaldier ; Centro internazionale matematico estivo, contributor
205   $a1st ed. 1997.
210  1$aBerlin ;$aNew York :$cSpringer,$d[1997]
210  4$d©1997
215   $a1 online resource (VII, 316 p.)
225 1 $aLecture notes in mathematics ;$v1656
300   $aBibliographic Level Mode of Issuance: Monograph
311   $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   $aFinancial Mathematics is an exciting, emerging field of application. The five sets of course notes in this book provide a bird's eye view of the current "state of the art" and directions of research. For graduate students it will therefore serve as an introduction to the field while reseachers will find it a compact source of reference. The reader is expected to have a good knowledge of the basic mathematical tools corresponding to an introductory graduate level, and sufficient familiarity with probabilistic methods, in particular stochastic analysis. B. Biais, J.C. Rochet: Risk-sharing, adverse selection and market structure.- T. Björk: Interest-rate theory.- J. Cvitanic: Optimal trading under constraints.- N. El Karoui, M.C. Quenez: Nonlinear pricing theory and backward stochastic differential equations.- E. Jouini: Market imperfections, equilibrium and arbitrage.
410  0$aLecture notes in mathematics (Springer-Verlag) ;$v1656.
606   $aBusiness mathematics
615  0$aBusiness mathematics.
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   $a996466655803316
996   $aFinancial mathematics$9262437
997   $aUNISA