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Lectures given at the C.I.M.E.-E.M.S. Summer School

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...

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Detalles Bibliográficos
Autores principales: Back, Kerry, Bielecki, Tomasz R, Hipp, Christian, Peng, Shige, Schachermayer, Walter
Lenguaje:eng
Publicado: Springer 2004
Materias:
Acceso en línea:https://dx.doi.org/10.1007/b100122
http://cds.cern.ch/record/1696122