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 / by Kerry Back, Tomasz R. Bielecki, Christian Hipp, Shige Peng, Walter Schachermayer ; edited by Marco Frittelli, Wolfgang J. Runggaldier.
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...
Full description
Saved in:
Bibliographic Details
| Main Authors: |
Back, Kerry
(Author),
Bielecki, Tomasz R.
(Author),
Hipp, Christian
(Author),
Peng, Shige
(Author),
Schachermayer, Walter
(Author) |
|---|
| Corporate Author: |
SpringerLink (Online service) |
|---|
| Other Authors: |
Frittelli, Marco
(Editor),
Runggaldier, Wolfgang J.
(Editor) |
|---|
| Format: | eBook
|
|---|
| Language: | English |
|---|
| Published: |
Berlin, Heidelberg :
Springer Berlin Heidelberg : Imprint: Springer,
2004.
|
|---|
| Edition: | 1st ed. 2004. |
|---|
| Series: | C.I.M.E. Foundation Subseries ;
1856
Springer eBook Collection.
|
|---|
| Subjects: | |
|---|
| Online Access: | Click to view e-book
|
|---|
| Holy Cross Note: | Loaded electronically.
Electronic access restricted to members of the Holy Cross Community. |
|---|