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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)


Mega Sale! Save 21% 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.


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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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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

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

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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)

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