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

by Kerry Back and Tomasz R. Bielecki

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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 insurance: the theory of stochastic processes, optimal and stochastic control, stochastic differential equations, convex analysis and duality theory. Five topics...

Format:Paperback

Language:English

ISBN:3540229531

ISBN13:9783540229537

Release Date:November 2004

Publisher:Springer

Length:312 Pages

Weight:1.07 lbs.

Dimensions:0.7" x 6.3" x 9.2"

Related Subjects

Computers Computers & Technology Math Mathematics Science & Math

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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

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