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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 (Lecture Notes in Mathematics)

Kerry Back, Tomasz R. Bielecki, Christian Hipp, Shige Peng, Walter Schachermayer




[PDF.nv20] 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 (Lecture Notes in Mathematics)

Stochastic Methods in Finance:  Kerry Back, Tomasz R. Bielecki, Christian Hipp, Shige Peng, Walter Schachermayer epub
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 | #1005078 in Books |  Springer |  2004-12-22 | Original language:English | PDF # 1 |  9.25 x.74 x6.10l,1.07 | File type: PDF | 312 pages

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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 detai...

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