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 / B. Biais ... [et al.] ; editor, W. J. Runggaldier.

• Material Type: 図書
• ISBN: 3540626425 (alk. paper)
• ISSN (series): 0075-8434
• Title: 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 / B. Biais ... [et al.] ; editor, W. J. Runggaldier.
• Series Title: Lecture notes in mathematics ; 1656
• Title Heading: Lecture notes in mathematics (Springer-Verlag) ; 1656.
• Author Heading: Biais, B. (Bruno); Runggaldier, W. J. (Wolfgang); Centro internazionale matematico estivo. Session (3rd : 1996 : Bressanone, Italy)
• Publication, Distribution, etc.: Berlin : Springer; Tokyo : Springer
• Publication Date: c1997.
• Publication Date (W3CDTF): 1997
• Extent: vi, 316 p. : ill. ; 24 cm.
• Place of Publication (Country Code): DE
• Text Language Code: eng
• Subject Heading: 経済数学. Keizaisugaku.; Business mathematics.
• LCC: HF5691
• DDC: 650/.01/513
• NDLC: DA49
• Note (General): Includes bibliographies.
• Holding library: 国立国会図書館
• Call No.: DA49-A119
• Data Provider (Database): 国立国会図書館 : 国立国会図書館蔵書; https://ndlsearch.ndl.go.jp
• Bibliographic ID (NDL): 000003255678; http://id.ndl.go.jp/bib/000003255678
• LC Control Number: 97007799; https://lccn.loc.gov/97007799
• Bibliographic Record Category (NDL): 211

Table of Contents

TABLE OF CONTENTS

Risk sharing, adverse selection and market structure/ 1

Interest rate theory/ 53

Optimal trading under constraints/ 123

Nonlinear pricing theory and backward stochastic differential equations/ 191