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
Enregistré dans:
| Auteur principal: | |
|---|---|
| Autres auteurs: | , |
| Support: | Livre |
| Langue: | Anglais |
| Publié: |
Berlin ; New York :
Springer-Verlag,
1997.
|
| Collection: | Lecture notes in mathematics
1656 |
| Sujets: | |
| Autres localisations: | Voir dans le Sudoc |
Table des matières:
- Risk sharing, adverse selection and market structure / B. Biais, J.C. Rochet Interest rate theory / T. Björk Optimal trading under constraints / J. Cvitanić Nonlinear pricing theory and backward stochastic differential equations / N. El Karouni, M.C. Quenez Market imperfections, equilibrium and arbitrage / E. Jouini