Opening book details…
Can I read 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 (Lecture Notes in Mathematics on EtoBox?
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 (Lecture Notes in Mathematics by Kerry Back, Tomasz R. Bielecki, Christian Hipp, Shige Peng, Walter Schachermayer (auth.) is a nonfiction available to read on EtoBox.
What is 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 (Lecture Notes in Mathematics about?
<p><P>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 modelling; the interplay between finance and insurance; incomplete information in the context of economic equilibrium and insider trading.</p>
Who reads 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 (Lecture Notes in Mathematics?
It is typically read by self-directed learners exploring a subject in depth.
Common subject areas: history, science, philosophy, social sciences.
- Author
- Kerry Back, Tomasz R. Bielecki, Christian Hipp, Shige Peng, Walter Schachermayer (auth.)
- Publisher
- Springer-Verlag Berlin Heidelberg
- Published
- 2004
- Language
- EN
- ISBN
- 9783540446446
- Category
- nonfiction
- Subjects
- Mathematics, Finance, Computer Science
More by Kerry Back, Tomasz R. Bielecki, Christian Hipp, Shige Peng, Walter Schachermayer (auth.)
Similar books
- Topics in Spatial Stochastic Processes: Lectures given at the C.I.M.E. Summer School held in Martina Franca, Italy, July 1-8, 2001 (Lecture Notes in Mathematics / Fondazione C.I.M.E., Firenze) — Vincenzo Capasso, B. Gail Ivanoff, Marco Dozzi, Robert Dalang, Thomas Mountford, Ely Merzbach, (2003)
- Stochastic Geometry: Lectures given at the C.I.M.E. Summer School held in Martina Franca, Italy, September 13-18, 2004 (Lecture Notes in Mathematics / Fondazione C.I.M.E., Firenze) — Adrian Baddeley, Imre Bárány, Rolf Schneider (auth.), Wolfgang Weil (2007)
- Analytic Number Theory: Lectures given at the C.I.M.E. Summer School held in Cetraro, Italy, July 11-18, 2002 (Lecture Notes in Mathematics / Fondazione C.I.M.E., Firenze) — J. B. Friedlander, D. R. Heath-Brown, H. Iwaniec, J. Kaczorowski (auth.), Alberto Perelli, Carlo Viola (2006)
- Dynamical Systems: Lectures given at the C.I.M.E. Summer School held in Cetraro, Italy, June 19-26, 2000 (Lecture Notes in Mathematics / Fondazione C.I.M.E., Firenze) — S.-N. Chow, Roberto Conti, R. Johnson, J. Mallet-Paret, R. Nussbaum, J. W. Macki, Pietro Zecca (2003)
- Noncommutative Geometry: Lectures given at the C.I.M.E. Summer School held in Martina Franca, Italy, September 3-9, 2000 (Lecture Notes in Mathematics / Fondazione C.I.M.E., Firenze) — Alain Connes, Joachim Cuntz, Erik G. Guentner, Nigel Higson, Jerome Kaminker, John E. Roberts, Sergio Doplicher, Roberto Longo (2004)
- Iwahori-Hecke Algebras and their Representation Theory: Lectures given at the CIME Summer School held in Martina Franca, Italy, June 28 - July 6, 1999 ... Mathematics / Fondazione C.I.M.E., Firenze) — Ivan Cherednik; Yavor Markov; Roger E. Howe; George Lusztig; Dan Barbasch; M. Welleda Baldoni (2002)