書目名稱 | Financial Mathematics |
副標題 | Lectures given at th |
編輯 | Bruno Biais,Thomas Bj?rk,Jean Charles Rochet,Wolfg |
視頻video | http://file.papertrans.cn/344/343119/343119.mp4 |
叢書名稱 | Lecture Notes in Mathematics |
圖書封面 |  |
描述 | Financial Mathematics is an exciting, emerging field of application. The five sets of course notes in this book provide a bird‘s eye view of the current "state of the art" and directions of research. For graduate students it will therefore serve as an introduction to the field while reseachers will find it a compact source of reference. The reader is expected to have a good knowledge of the basic mathematical tools corresponding to an introductory graduate level and sufficient familiarity with probabilistic methods, in particular stochastic analysis. |
出版日期 | Book 1997 |
關鍵詞 | Arbitrage; Market microstructure; Stochastic Differential Equations; Trading under constraints; market i |
版次 | 1 |
doi | https://doi.org/10.1007/BFb0091997 |
isbn_softcover | 978-3-540-62642-8 |
isbn_ebook | 978-3-540-68356-8Series ISSN 0075-8434 Series E-ISSN 1617-9692 |
issn_series | 0075-8434 |
copyright | Springer-Verlag Berlin Heidelberg 1997 |