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

Financial Mathematics by Biais, Bruno; Runggaldier, Wolfgang J.; Björk, Thomas;

Lectures given at the 3rd Session of the Centro Internazionale Matematico Estivo (C.I.M.E.) held in Bressanone, Italy, July 8-13, 1996

Series: Lecture Notes in Mathematics; 1656;

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Product details:

Edition number 1997
Publisher Springer Berlin Heidelberg
Date of Publication 20 March 1997
Number of Volumes 1 pieces, Book

ISBN 9783540626428
Binding Paperback
No. of pages316 pages
Size 235x155 mm
Weight 1020 g
Language English
Illustrations VII, 316 p.

Categories

Long description:

"Financial 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."