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 - Softcover

Back, Kerry; Bielecki, Tomasz R.

 
9783662179529: 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
Softcover
ISBN 10: 3662179520 ISBN 13: 9783662179529
Publisher: Springer, 2014

This specific ISBN edition is currently not available.

Synopsis

Preface.- Kerry Back: Incomplete and Asymmetric Information in Asset Pricing Theory.- Tomasz R. Bielecki, Monique Jeanblanc, Marek Rutkowski: Modeling and Valuation of Credit Risk.- Christian Hipp: Stochastic Control with Application in Insurance.- Shige Peng: Nonlinear Expectations, Nonlinear Evaluations and Risk Measures.- Walter Schachermayer: Utility Maximisation in Incomplete Markets.

"synopsis" may belong to another edition of this title.

Publisher
Springer
Publication date
2014
Language
English
ISBN 10 
3662179520
ISBN 13 
9783662179529
Binding
Paperback
Number of pages
328
Editor
Frittelli Marco

Other Popular Editions of the Same Title

9783540229537: 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)

Featured Edition

ISBN 10:  3540229531 ISBN 13:  9783540229537
Publisher: Springer, 2004
Softcover