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 Info | Berlin ; New York : Springer-Verlag, ©1997. |
| Description | vi, 316 pages : illustrations ; 24 cm. |
| Subjects |
| Series | Lecture 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 note | Joyner-FOR JOYNER LIBRARY HOLDINGS OF THE SERIES, LECTURE NOTES IN MATHEMATICS (SPRINGER-VERLAG), SEARCH BY CALL NUMBER QA3 .L28. |
| Bibliography note | Includes bibliographical references. |
| LCCN | 97007799 |
| ISBN | 3540626425 (alk. paper) |
Availability
| Library | Location | Call Number | Status | Item Actions |
|---|---|---|---|---|
| Joyner | General Stacks | QA3 .L28 NO. 1656 | ✔ Available | Place Hold |