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[null,"1.","Record Nr.",null,"UNINA9910144617303321"]
[null,null,"Autore",null,"Back Kerry"]
[null,null,"Titolo",null,"Stochastic Methods in Finance : Lectures given at the C.I.M.E.-E.M.S. Summer School held in Bressanone/Brixen, Italy, July 6-12, 2003 / / by Kerry Back, Tomasz R. Bielecki, Christian Hipp, Shige Peng, Walter Schachermayer ; edited by Marco Frittelli, Wolfgang J. Runggaldier"]
[null,null,"Pubbl/distr/stampa",null,"Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 2004"]
[null,null,"ISBN",null,"3-540-44644-3"]
[null,null,"Edizione",null,"[1st ed. 2004.]"]
[null,null,"Descrizione fisica",null,"1 online resource (XVI, 312 p.)"]
[null,null,"Collana",null,"C.I.M.E. Foundation Subseries ; ; 1856"]
[null,null,"Disciplina",null,"510"]
[null,null,"Soggetti",null,"Probabilities"]
[{"$nulls":4},"Finance, Public"]
[{"$nulls":4},"Economics, Mathematical"]
[{"$nulls":4},"Game theory"]
[{"$nulls":4},"System theory"]
[{"$nulls":4},"Probability Theory and Stochastic Processes"]
[{"$nulls":4},"Public Economics"]
[{"$nulls":4},"Quantitative Finance"]
[{"$nulls":4},"Game Theory, Economics, Social and Behav. Sciences"]
[{"$nulls":4},"Systems Theory, Control"]
[null,null,"Lingua di pubblicazione",null,"Inglese"]
[null,null,"Formato",null,"Materiale a stampa"]
[null,null,null,"Livello bibliografico","Monografia"]
[null,null,null,"Note generali","Bibliographic Level Mode of Issuance: Monograph"]
[null,null,null,"Nota di bibliografia","Includes bibliographical references."]
[null,null,"Nota di contenuto",null,"Preface -- Kerry Back: Incomplete and Asymmetric Information in Asset Pricing Theory -- Tomasz R. Bielecki, Monique Jeanblanc, Marek Rutkowski: Modeling and Valuation of Credit Risk -- Christian Hipp: Stochastic Control with Application in Insurance -- Shige Peng: Nonlinear Expectations, Nonlinear Evaluations and Risk Measures -- Walter Schachermayer: Utility Maximisation in Incomplete Markets."]
[null,null,null,"Sommario/riassunto","This volume includes the five lecture courses given at the CIME-EMS School on \"Stochastic Methods in Finance\" held in Bressanone/Brixen, Italy 2003. It deals with innovative methods, mainly from stochastic analysis, that play a fundamental role in the mathematical modelling of finance and insurance: the theory of stochastic processes, optimal and stochastic control, stochastic differential equations, convex analysis and duality theory. Five topics are treated in detail: Utility maximization "]
[{"$nulls":4},"in incomplete markets; the theory of nonlinear expectations and its relationship with the theory of risk measures in a dynamic setting; credit risk modelling; the interplay between finance and insurance; incomplete information in the context of economic equilibrium and insider trading."]