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)
Super Savings Item! Free Shipping Included! Save 38% on the 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 Brand: Springer at Translate This Website. MPN: biography. Hurry! Limited time offer. Offer valid only while supplies last. 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
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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.
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- Used Book in Good Condition
Additional Information
Manufacturer: | Springer |
Brand: | Brand: Springer |
Part Number: | biography |
Publisher: | Springer |
Studio: | Springer |
MPN: | biography |
EAN: | 9783540229537 |
Item Weight: | 1.07 pounds |
Item Size: | 0.74 x 9.25 x 9.25 inches |
Package Weight: | 1.06 pounds |
Package Size: | 6.06 x 0.79 x 0.79 inches |
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