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)
| Publisher | Berlin ; Heidelberg : Springer |
|---|---|
| Year | c1997 |
| Authors | 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 |
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| Location | Volume | Call No. | Barcode No. | Status | Comments | ISBN | Printed | Restriction | Reserve |
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| Library Main Building 3rd fl. (Foreign Books) |
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4100:2:1656 | 129702388/ |
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| Chiyoda (General Collection) |
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K3380:39 | 120103918P |
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| Material Type | Books |
|---|---|
| Size | vi, 316 p. : ill. ; 24 cm |
| Contents | 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 |
| Notes | Includes bibliographical references Another authors: T. Björk, J. Cvitanić, N. El Karoui, E. Jouini, J.C. Rochet |
| Subjects | LCSH:Business mathematics |
| Classification | LCC:HF5691 DC21:650/.01/513 NDC8:410.8 NDC8:331.19 |
| Language | English |
| ID | 0000354418 |
| ISBN | 3540626425 |
| NCID |
BA30143667 
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