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 /
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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Bibliographic Details
| Corporate Authors: |
CIME-EMS School on "Stochastic Methods in Finance" Bressanone, Italy,
SpringerLink (Online service),
Centro internazionale matematico estivo,
European Mathematical Society |
| Other Authors: |
Back, K. (Kerry),
Frittelli, M. (Marco),
Runggaldier, W. J. (Wolfgang J.) |
| Format: | Conference Proceeding
eBook
|
| Language: | English |
| Published: |
Berlin ; New York :
Springer,
[2004]
|
| Series: | Lecture notes in mathematics (Springer-Verlag) ;
1856.
|
| Subjects: | |
| Online Access: | Connect to the full text of this electronic book
|