Financial mathematics : lectures given at the 3rd session of the Centro internazionale matematico estivo (C.I.M.E.) held in Bressanone, Italy, July 8-13, 1996

著者

書誌事項

Financial mathematics : lectures given at the 3rd session of the Centro internazionale matematico estivo (C.I.M.E.) held in Bressanone, Italy, July 8-13, 1996

B. Biais [et al.] ; editor, W.J. Runggaldier

（Lecture notes in mathematics, 1656 . Fondazione C.I.M.E., Firenze / adviser, Roberto Conti）

Springer, c1997

大学図書館所蔵 件 / 全108件

この図書・雑誌をさがす

注記

Includes bibliographical references

Another authors: T. Björk, J. Cvitanić, N. El Karoui, E. Jouini, J.C. Rochet

収録内容

  • Risk sharing, adverse selection and market structure / Bruno Biais and Jean Charles Rochet
  • Interest rate theory / Tomas Björk
  • Optimal trading under constraints / by Jakša Cvitanić
  • Non-linear pricing theory and backward stochastic differential equations / El Karoui. N., Quenez. M.C.
  • Market imperfections, equilibrium and arbitrage / Elyès Jouini

関連文献： 1件中  1-1を表示

詳細情報

ページトップへ