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Titre :
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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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Auteurs :
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B. Biais ;
T. Bjork ;
Cvitanic ;
N. El Karoui ;
E. Jouini ;
J. Rochet
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Type de document :
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ouvrage
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Editeur :
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London [GB] : Springer, 1997
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Collection :
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Lecture Notes in Mathematics (Springer Science+Business Media), ISSN 0075-8434
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ISBN/ISSN/EAN :
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978-3-540-62642-8
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Format :
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316 p.
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Note générale :
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bibl.
Diffusion tous publics
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Langues:
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= Anglais
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Catégories :
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SPI - SCIENCES PHYSIQUES DE L'INGENIEUR
SPI3 - MATHEMATIQUE - STATISTIQUES
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Mots-clés:
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MATHEMATIQUES
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Résumé :
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The lectures reflect the state of the art of a broad spectrum of topics within the general area of financial mathematics, ranging from more mathematical to more economic issues where also the latter are treated with mathematical formalism and rigour. It should allow economists to familiarize themselves with advanced mathematical techniques and results relevant to the field and, on the other hand, stimulate mathemticians to attack important issues raised by the underlying economic problemns with appropriate mathematical tools.
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