Stochastic Methods in Finance: Lectures given at the C.I.M.E.-E.M.S. Summer School held in Bressanone/Brixen, Italy, July 6-12, 2003: 1856 (Lecture Notes in Mathematics, 1856) - Tapa blanda

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9783540229537: Stochastic Methods in Finance: Lectures given at the C.I.M.E.-E.M.S. Summer School held in Bressanone/Brixen, Italy, July 6-12, 2003: 1856 (Lecture Notes in Mathematics, 1856)
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ISBN 10: 3540229531 ISBN 13: 9783540229537
Editorial: Springer Berlin Heidelberg, 2008

Sinopsis

This volume includes the five lecture courses given at the CIME-EMS School on "Stochastic Methods in Finance" held in Bressanone/Brixen, Italy 2003. It deals with innovative methods, mainly from stochastic analysis, that play a fundamental role in the mathematical modelling of finance and insurance: the theory of stochastic processes, optimal and stochastic control, stochastic differential equations, convex analysis and duality theory. Five topics are treated in detail: Utility maximization in incomplete markets; the theory of nonlinear expectations and its relationship with the theory of risk measures in a dynamic setting; credit risk modelling; the interplay between finance and insurance; incomplete information in the context of economic equilibrium and insider trading.

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De la contraportada

This volume includes the five lecture courses given at the CIME-EMS School on "Stochastic Methods in Finance" held in Bressanone/Brixen, Italy 2003. It deals with innovative methods, mainly from stochastic analysis, that play a fundamental role in the mathematical modelling of finance and insurance: the theory of stochastic processes, optimal and stochastic control, stochastic differential equations, convex analysis and duality theory. Five topics are treated in detail: Utility maximization in incomplete markets; the theory of nonlinear expectations and its relationship with the theory of risk measures in a dynamic setting; credit risk modelling; the interplay between finance and insurance; incomplete information in the context of economic equilibrium and insider trading.

"Sobre este título" puede pertenecer a otra edición de este libro.

Editorial
Springer Berlin Heidelberg
Año de publicación
2008
Idioma
Inglés
ISBN 10 
3540229531
ISBN 13 
9783540229537
Encuadernación
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Número de páginas
328
Contacto del fabricante
no disponible
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Otras ediciones populares con el mismo título

9783662179529: Stochastic Methods in Finance: Lectures given at the C.I.M.E.-E.M.S. Summer School held in Bressanone/Brixen, Italy, July 6-12, 2003

Edición Destacada

ISBN 10:  3662179520 ISBN 13:  9783662179529
Editorial: Springer, 2014
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