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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 (Lecture Notes in Mathematics)
Posted on 2010-04-15
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Author: J.C. Rochet, Elyes Jouini, Nicole El Karoui, Jaksa Cvitanic, Thomas Bj?rk, Bruno Biais
Publisher: Springer (1997) Binding: Paperback, 316 pages pricer: $74.95 ISBN-10: 3540626425 editorialreviews 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. checked
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