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Financial 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
- フォーマット:
- 図書
- 責任表示:
- B. Biais [et al.] ; editor, W.J. Runggaldier
- 言語:
- 英語
- 出版情報:
- Berlin ; Heidelberg : Springer, c1997
- 形態:
- vi, 316 p. : ill. ; 24 cm
- 著者名:
- シリーズ名:
- Lecture notes in mathematics ; 1656 . Fondazione C.I.M.E., Firenze / adviser, Roberto Conti <BA00146586>
- 目次情報:
-
Risk sharing, adverse selection and market structure Bruno Biais and Jean Charles Rochet Interest rate theory Tomas Björk Optimal trading under constraints by Jakša Cvitanić Non-linear pricing theory and backward stochastic differential equations El Karoui. N., Quenez. M.C. Market imperfections, equilibrium and arbitrage Elyès Jouini - 書誌ID:
- BA30143667
- ISBN:
- 9783540626428 [3540626425]
類似資料:
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