Lectures given at the 3rd Session of the Centro Internazionale Matematico Estivo (C.I.M.E.) held in Bressanone, Italy, July 8–13, 1996
丛书 Lecture Notes in Mathematics
出版社 Springer Berlin / Heidelberg
ISSN 0075-8434 (Print) 1617-9692 (Online)
卷 Volume 1656/1997
DOI 10.1007/BFb0091997
版权 1997
ISBN 978-3-540-62642-8
学科分类 数学和统计学
SpringerLink Date 2006年11月15日
章节 1
Risk sharing, adverse selection and market structure
Bruno Biais and Jean Charles Rochet
PDF (1.8 MB)
1-51
章节 2
Interest rate theory
Tomas Bj?rk
PDF (2.8 MB)
53-122
章节 3
Optimal trading under constraints
Jak?a Cvitani?
PDF (2.8 MB)
123-190
章节 4
Non-linear pricing theory and backward stochastic differential equations
N. El Karoui and M.C. Quenez
PDF (2.6 MB)
191-246
章节 5
Market imperfections, equilibrium and arbitrage
Elyès Jouini
PDF (3.6 MB)
247-307