𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Financial mathematics: lectures given at the 3rd session of the Centro Internazionale Matematico Estivo

✍ Scribed by Bruno Biais, Thomas Björk, Jaka Cvitanic, Nicole El Karoui, Elyes Jouini, J.C. Rochet, Wolfgang J. Runggaldier

Book ID
127426699
Publisher
Springer
Year
1997
Tongue
English
Weight
2 MB
Series
Lecture notes in mathematics 1656
Edition
1
Category
Library
City
Berlin; New York
ISBN
3540626425
ISSN
0075-8434

No coin nor oath required. For personal study only.

✦ Synopsis

Financial Mathematics is an exciting, emerging field of application. The five sets of course notes in this book provide a bird's eye view of the current "state of the art" and directions of research. For graduate students it will therefore serve as an introduction to the field while reseachers will find it a compact source of reference. The reader is expected to have a good knowledge of the basic mathematical tools corresponding to an introductory graduate level and sufficient familiarity with probabilistic methods, in particular stochastic analysis.

✦ Subjects

Финансовая математика

📜 SIMILAR VOLUMES

Mathematical modelling of industrial pro
Mathematical modelling of industrial processes: lectures given at the 3rd Session of the Centro Internazionale Matematico Estivo
✍ Stavros Busenberg, Bruno Forte, Hendrik K. Kuiken, Vincenzo Capasso, Antonio Fas 📂 Library 📅 1992 🏛 Springer-Verlag 🌐 English ⚖ 1 MB

The 1990 CIME course on Mathematical Modelling of Industrial Processes set out to illustrate some advances in questions of industrial mathematics, i.e.of the applications of mathematics (with all its "academic" rigour) to real-life problems. The papers describe the genesis of the models a

Transcendental methods in algebraic geom
Transcendental methods in algebraic geometry: lectures given at the 3rd session of the Centro internazionale matematico estivo
✍ Jean-Pierre Demailly, Thomas Peternell, Gang Tian, Andrej N. Tyurin, Fabrizio Ca 📂 Library 📅 1996 🏛 Springer 🌐 English ⚖ 2 MB

Presents lectures given at the 3rd session of the Centro Internazionale Matematico Estivo, held in Cetraro, Italy, in July 1994. The topics covered include four manifolds, line bundles and manifolds of semi-positive curvature.

Dirichlet Forms: Lectures Given at the 1
Dirichlet Forms: Lectures Given at the 1st Session of the Centro Internazionale Matematico Estivo
✍ E. Fabes, M. Fukushima, L. Gross, C. Kenig, M. Rockner, D.W. Stroock 📂 Library 📅 1993 🏛 Springer 🌐 English ⚖ 9 MB

The theory of Dirichlet forms has witnessed recently some very important developments both in theoretical foundations and in applications (stochasticprocesses, quantum field theory, composite materials,...). It was therefore felt timely to have on this subject a CIME school, in which leading experts

Dirichlet forms: lectures given at the 1
Dirichlet forms: lectures given at the 1st session of the Centro internazionale matematico estivo
✍ E. Fabes, M. Fukushima, L. Gross, C. Kenig, M. Röckner, D.W. Stroock, Gianfausto 📂 Library 📅 1993 🏛 Springer-Verlag 🌐 English ⚖ 2 MB

The theory of Dirichlet forms has witnessed recently some very important developments both in theoretical foundations and in applications (stochasticprocesses, quantum field theory, composite materials,...). It was therefore felt timely to have on this subject a CIME school, in which leading

Nonequilibrium problems in many-particle
Nonequilibrium problems in many-particle systems: lectures given at the 3rd Session of the Centro internazionale matematico estivo
✍ Carlo Cercignani, Mario Pulvirenti, L. Arkeryd, P-L. Lions, P.A. Markowich, S.R. 📂 Library 📅 1993 🏛 Springer 🌐 English ⚖ 1008 KB

This volume contains the text of four sets of lectures delivered at the third session of the Summer School organized by C.I.M.E. (Centro Internazionale Matematico Estivo). These texts are preceded by an introduction written by C. Cercignani and M. Pulvirenti which summar