| NCID | BA30143667 |
| タイトル | 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 |
| 出版者 | Berlin ; Heidelberg : Springer , c1997 |
| 形態 | vi, 316 p. : ill. ; 24 cm |
| 内容注記 | Risk sharing, adverse selection and market structure / Bruno Biais and Jean Charles Rochet
Interest rate theory / Tomas Björk
Optimal trading under constraints / by Jakša Cvitanić
Non-linear pricing theory and backward stochastic differential equations / El Karoui. N., Quenez. M.C.
Market imperfections, equilibrium and arbitrage / Elyès Jouini
|
| 注記 | Includes bibliographical references
Another authors: T. Björk, J. Cvitanić, N. El Karoui, E. Jouini, J.C. Rochet |
| シリーズ名 | Lecture notes in mathematics ; 1656[Fondazione C.I.M.E., Firenze]
|
| 分類 | LCC:HF5691
DC21:650/.01/513
NDC8:410.8
NDC8:331.19 |
| 件名 | LCSH:Businessmathematics
|
| 著者情報 | El Karoui, Nicole
Rochet, Jean-Charles
Runggaldier, W. J. (Wolfgang J.)
Centro internazionale matematico estivo
Jouini, E. (Elyès) <>
Rochet, Jean-Charles
Runggaldier, W. J. (Wolfgang J.)
Centro internazionale matematico estivo
|
| 和洋区分 | 洋 |
| 標題言語 | 英語 |
| 本文言語 | 英語 |
| 出版国 | ドイツ = ドイツ連邦共和国 |
| ISBN | 3540626425
|
| 番号 | LCCN : 97007799 |