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
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| Main Author: | |
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| Other Authors: | , |
| Format: | Livre |
| Language: | Anglais |
| Published: |
Berlin ; New York :
Springer-Verlag,
1997.
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| Series: | Lecture notes in mathematics
1656 |
| Subjects: | |
| Autres localisations: | Voir dans le Sudoc |
Table of Contents:
- 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