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 / Fondazione C.I.M.E., Firenze) (Paperback)
详见Amazon:
http://www.amazon.com/Stochastic-Methods-Finance-C-I-M-E-E-M-S-Mathematics/dp/3540229531
Editorial Reviews
Book Description 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.
<STYLE type=text/css></STYLE>
Product Details - Paperback: 307 pages
- Publisher: Springer; 1 edition (December 22, 2004)
- Language: English
- ISBN-10: 3540229531
- ISBN-13: 978-3540229537
- Product Dimensions: 9.3 x 5.9 x 0.7 inches
- Shipping Weight: 1.10 pounds (View shipping rates and policies)
- Amazon.com Sales Rank: #1,948,702 in Books (See Top Sellers in Books)
|
<STYLE type=text/css></STYLE> <STYLE type=text/css></STYLE>
[此贴子已经被作者于2007-2-27 0:47:58编辑过]