Stochastic Methods in Finance Lectures given at the CIMEEMS Summer School held i W magazynie

held School Stochastic Methods in Finance Lectures given at the CIMEEMS Summer School held i W magazynie Stochastic Methods in Finance Lectures given at the CIMEEMS Summer School held i W magazynie VjvSX3284 142zł larvacea1f-i4vy476pi covenantcentralsports.com Książki i czasopisma Książki naukowe fachowe i poradniki Stochastic Methods in Finance Lectures given at the CIMEEMS Summer School held i Stochastic Methods in Finance Lectures given at the CIMEEMS Summer i held School Stochastic Methods in Finance Lectures given at the CIMEEMS Summer School held i W magazynie Stochastic Methods in Finance Lectures given at the CIMEEMS Summer School held i W magazynie VjvSX3284 142zł larvacea1f-i4vy476pi covenantcentralsports.com Książki i czasopisma Książki naukowe fachowe i poradniki Stochastic Methods in Finance Lectures given at the CIMEEMS Summer School held i Stochastic Methods in Finance Lectures given at the CIMEEMS Summer i held School Stochastic Methods in Finance Lectures given at the CIMEEMS Summer School held i W magazynie Stochastic Methods in Finance Lectures given at the CIMEEMS Summer School held i W magazynie VjvSX3284 142zł larvacea1f-i4vy476pi

Parametry przedmiotu

Stan: Nowy: Nowa, nieczytana, nieużywana książka w idealnym stanie, wszystkie strony, bez uszkodzeń. Aby poznać ... Dowiedz się więcejo stanie przedmiotu ISBN: 9783540229537
EAN: 9783540229537 Publication Year: 2004
Type: Textbook Format: Paperback
Language: English Publication Name: 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
Item Height: 235mm Author: Christian Hipp, Kerry Back, Walter Schachermayer, Shige Peng, Tomasz R. Bielecki
Publisher: Springer-Verlag Berlin AND Heidelberg Gmbh & Co. KG Item Width: 155mm
Subject: Accounting, Finance, Computer Science, Mathematics Item Weight: 1020g
Number of Pages: 312 Pages

O tym produkcie

Product Information
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 detail: Utility maximization in incomplete markets; the theory of nonlinear expectations and its relationship with the theory of risk measures in a dynamic setting; credit risk modelling; the interplay between finance and insurance; incomplete information in the context of economic equilibrium and insider trading.
Product Identifiers
PublisherSpringer-Verlag Berlin AND Heidelberg Gmbh & Co. KG
ISBN-139783540229537
eBay Product ID (ePID)89091688
Product Key Features
AuthorChristian Hipp, Kerry Back, Walter Schachermayer, Shige Peng, Tomasz R. Bielecki
Publication NameStochastic 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
FormatPaperback
LanguageEnglish
SubjectAccounting, Finance, Computer Science, Mathematics
Publication Year2004
TypeTextbook
Number of Pages312 Pages
Dimensions
Item Height235mm
Item Width155mm
Volume1856
Item Weight1020g
Additional Product Features
Series TitleC.I.M.E. Foundation Subseries
Country/Region of ManufactureGermany
EditorMarco Frittelli, Wolfgang J. Runggaldier