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
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 in incomplete markets; the theory of nonlinear expectations and its relationship with the theory of risk measures in a dynamic setting; credit risk modellin…
Mehr
CHF 81.00
Preise inkl. MwSt. und Versandkosten (Portofrei ab CHF 40.00)
L048:
Lieferbar in 48 Stunden
Produktdetails
Weitere Autoren: Bielecki, Tomasz R. / Hipp, Christian / Peng, Shige / Schachermayer, Walter / Frittelli, Marco (Hrsg.) / Runggaldier, Wolfgang J. (Hrsg.)
- ISBN: 978-3-540-22953-7
- EAN: 9783540229537
- Produktnummer: 31945769
- Verlag: Springer Nature EN
- Sprache: Englisch
- Erscheinungsjahr: 2004
- Seitenangabe: 312 S.
- Masse: H23.5 cm x B15.5 cm 1'020 g
- Reihenbandnummer: 1856
- Gewicht: 1020
- Sonstiges: Research
9 weitere Werke von Kerry Back:
Bewertungen
Anmelden