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Part of the book series: Lecture Notes in Mathematics (LNM, volume 1656)
Part of the book sub series: C.I.M.E. Foundation Subseries (LNMCIME)
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Table of contents (5 chapters)
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Front Matter
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Back Matter
About this book
Keywords
- Arbitrage
- Market microstructure
- Stochastic Differential Equations
- Trading under constraints
- market imperfections
- sets
- theory
- quantitative finance
- partial differential equations
Bibliographic Information
Book Title: Financial Mathematics
Book Subtitle: Lectures given at the 3rd Session of the Centro Internazionale Matematico Estivo (C.I.M.E.) held in Bressanone, Italy, July 8-13, 1996
Authors: Bruno Biais, Thomas Björk, Jakša Cvitanić, Nicole Karoui, Elyés Jouini, Jean Charles Rochet
Editors: Wolfgang J. Runggaldier
Series Title: Lecture Notes in Mathematics
DOI: https://doi.org/10.1007/BFb0091997
Publisher: Springer Berlin, Heidelberg
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eBook Packages: Springer Book Archive
Copyright Information: Springer-Verlag Berlin Heidelberg 1997
Softcover ISBN: 978-3-540-62642-8Published: 20 March 1997
eBook ISBN: 978-3-540-68356-8Published: 15 November 2006
Series ISSN: 0075-8434
Series E-ISSN: 1617-9692
Edition Number: 1
Number of Pages: VII, 316
Topics: Probability Theory, Public Economics, Business Mathematics, Mathematics in Business, Economics and Finance, Differential Equations, Functional Analysis