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 / B. Biais [and others] ; editor, W.J. Runggaldier.

Other author Biais, B. (Bruno)
Other author Runggaldier, W. (Wolfgang)
Other author Centro internazionale matematico estivo.
Format Book
Publication InfoBerlin ; New York : Springer-Verlag, ©1997.
Descriptionvi, 316 pages : illustrations ; 24 cm.
Subjects

SeriesLecture notes in mathematics, 0075-8434 ; 1656
Lecture notes in mathematics (Springer-Verlag) 1656. ^A496146
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.
Local noteJoyner-FOR JOYNER LIBRARY HOLDINGS OF THE SERIES, LECTURE NOTES IN MATHEMATICS (SPRINGER-VERLAG), SEARCH BY CALL NUMBER QA3 .L28.
Bibliography noteIncludes bibliographical references.
LCCN 97007799
ISBN3540626425 (alk. paper)

Availability

Library Location Call Number Status Item Actions
Joyner General Stacks QA3 .L28 NO. 1656 ✔ Available Place Hold