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 (Lecture Notes in Mathematics, 1856) - Softcover
Synopsis
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.
"synopsis" may belong to another edition of this title.
From the Back Cover
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.
"About this title" may belong to another edition of this title.
Other Popular Editions of the Same Title
Search results for Stochastic Methods in Finance: Lectures given at the...
Stock Image
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
Published by
Springer Berlin / Heidelberg, 2004
ISBN 10: 3540229531
ISBN 13: 9783540229537
Used
Softcover
Seller: Better World Books, Mishawaka, IN, U.S.A.
Seller rating 5 out of 5 stars
Condition: Very Good. 2004th Edition. Former library copy. Pages intact with possible writing/highlighting. Binding strong with minor wear. Dust jackets/supplements may not be included. Includes library markings. Stock photo provided. Product includes identifying sticker. Better World Books: Buy Books. Do Good. Seller Inventory # 5577394-75
Seller Image
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
Seller: GreatBookPrices, Columbia, MD, U.S.A.
Seller rating 5 out of 5 stars
Condition: New. Seller Inventory # 3354041-n
Seller Image
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 (Paperback or Softback)
Published by
Springer 11/22/2004, 2004
ISBN 10: 3540229531
ISBN 13: 9783540229537
New
Paperback or Softback
Seller: BargainBookStores, Grand Rapids, MI, U.S.A.
Seller rating 5 out of 5 stars
Paperback or Softback. Condition: New. 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. Book. Seller Inventory # BBS-9783540229537
Stock Image
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 (Lecture Notes in Mathematics, 1856)
Seller: California Books, Miami, FL, U.S.A.
Seller rating 5 out of 5 stars
Condition: New. Seller Inventory # I-9783540229537
Stock Image
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 (Lecture Notes in Mathematics, 1856)
Seller: Ria Christie Collections, Uxbridge, United Kingdom
Seller rating 5 out of 5 stars
Condition: New. In. Seller Inventory # ria9783540229537_new
Buy New
US$ 68.09
US$ 16.06 shipping
Ships from United Kingdom to U.S.A.
Ships from United Kingdom to U.S.A.
Quantity: Over 20 available
Stock Image
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 (Lecture Notes in Mathematics)
Published by
Springer Berlin Heidelberg 2008-10-10, 2008
ISBN 10: 3540229531
ISBN 13: 9783540229537
New
Paperback
Seller: Chiron Media, Wallingford, United Kingdom
Seller rating 5 out of 5 stars
Paperback. Condition: New. Seller Inventory # 6666-IUK-9783540229537
Buy New
US$ 66.03
US$ 20.77 shipping
Ships from United Kingdom to U.S.A.
Ships from United Kingdom to U.S.A.
Quantity: 10 available
Seller Image
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
Seller: GreatBookPricesUK, Woodford Green, United Kingdom
Seller rating 5 out of 5 stars
Condition: New. Seller Inventory # 3354041-n
Buy New
US$ 68.08
US$ 20.11 shipping
Ships from United Kingdom to U.S.A.
Ships from United Kingdom to U.S.A.
Quantity: Over 20 available
Seller Image
Stochastic methods in finance. Lectures given at the CIME EMS summer school held in Bressanone/Brixen, Italy, July 6 - 12, 2003.
Seller: Antiquariat Bookfarm, Löbnitz, Germany
Seller rating 5 out of 5 stars
Softcover. XIII, 306 p. Ex-library with stamp and library-signature. GOOD condition, some traces of use. Ehem. Bibliotheksexemplar mit Signatur und Stempel. GUTER Zustand, ein paar Gebrauchsspuren. C-04582 9783540229537 Sprache: Englisch Gewicht in Gramm: 550. Seller Inventory # 2490819
Buy Used
US$ 64.40
US$ 46.49 shipping
Ships from Germany to U.S.A.
Ships from Germany to U.S.A.
Quantity: 1 available
Seller Image
Stochastic Methods in Finance
Published by
Springer Berlin Heidelberg, 2004
ISBN 10: 3540229531
ISBN 13: 9783540229537
New
Softcover
Seller: moluna, Greven, Germany
Seller rating 4 out of 5 stars
Condition: New. 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 ma. Seller Inventory # 4885717
Buy New
US$ 73.60
US$ 56.94 shipping
Ships from Germany to U.S.A.
Ships from Germany to U.S.A.
Quantity: Over 20 available
Seller Image
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
Seller: GreatBookPricesUK, Woodford Green, United Kingdom
Seller rating 5 out of 5 stars
Condition: As New. Unread book in perfect condition. Seller Inventory # 3354041
Buy Used
US$ 143.63
US$ 20.11 shipping
Ships from United Kingdom to U.S.A.
Ships from United Kingdom to U.S.A.
Quantity: Over 20 available