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

Author(s)

• Biais, B. (Bruno)
• Björk, T. (Tomas)
• Cvitanić, J. (Jakša)
• El Karoui, Nicole
• Jouini, E. (Elyès)
• Rochet, Jean-Charles
• Runggaldier, W. J. (Wolfgang J.)
• Centro internazionale matematico estivo

Bibliographic Information

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

Note

Includes bibliographical references

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

Contents of Works

• 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

Details

• NCID: BA30143667
• ISBN:
  • 3540626425
• LCCN: 97007799
• Country Code: gw
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: Berlin ; Heidelberg
• Pages/Volumes: vi, 316 p.
• Size: 24 cm
• Classification:
  • LCC : HF5691
  • DC21 : 650/.01/513
  • NDC8 : 410.8
  • NDC8 : 331.19
• Subject Headings:
  • LCSH : Business mathematics
• Parent Bibliography ID:
  • BA00146586