rdf-syntax-grammar
mods:
  schema location: http://www.loc.gov/mods/v3 http://www.loc.gov/standards/mods/v3/mods-3-2.xsd
  title info:
    title: Stochastic methods in finance
    sub title: lectures given at the C.I.M.E.-E.M.S. summer school held in Bressanone/Brixen, Italy, July 6-12, 2003
  name:
    name part: CIME-EMS School on "Stochastic Methods in Finance" (2003 : Bressanone, Italy)
    role:
      role term: creator
  name:
    name part: Back, K. (Kerry)
  name:
    name part: Frittelli, M. (Marco)
  name:
    name part: Runggaldier, W. J. (Wolfgang J.)
  name:
    name part: SpringerLink (Online service)
  name:
    name part: Centro internazionale matematico estivo
  name:
    name part: European Mathematical Society
  type of resource: text
  genre: bibliography
  genre: conference publication
  genre: Electronic books.
  origin info:
    place:
      place term: gw
    date issued: 2004
    issuance: monographic
  language:
    language term: eng
  physical description:
    form: remote
    extent: 1 online resource (xiii, 306 pages) : illustrations.
  abstract: 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 are treated in detail: Utility maximization in incomplete markets; the theory of nonlinear expectations and its relationship with the theory of risk measures in a dynamic setting; credit risk modelling; the interplay between finance and insurance; incomplete information in the context of economic equilibrium and insider trading.
  table of contents: Incomplete and asymmetric information in asset pricing theory / Kerry Back -- Modeling and valuation of credit risk / Tomasz R. Bielecki, Monique Jeanblanc, Marek Rutkowski -- Stochastic control with application in insurance / Christian Hipp -- Nonlinear expectations, nonlinear evaluations and risk measures / Shige Peng -- Utility maximisation in incomplete markets / Walter Schachermayer.
  note: K. Back [and others] ; editors, M. Frittelli, W. Runggaldier.
  note: Contains five lecture courses given at the CIME-EMS School on "Stochastic Methods in Finance, held in Brassanone/Brixen, Italy, 2003."
  note: "Subseries: Fondazione C.I.M.E., Firenze"--Series title page.
  note: Electronic resource.
  note: Includes bibliographical references.
  subject:
    topic: Finance
    topic: Mathematical models
  subject:
    topic: Stochastic analysis
  subject:
    topic: Finance
    topic: Mathematical models
  subject:
    topic: Stochastic analysis
  classification: QA3 .L28 no. 1856
  classification: HG106
  classification: 519.22
  related item:
    title info:
      title: Stochastic methods in finance
    origin info:
      publisher: Berlin ; New York : Springer, ©2004
    identifier: (DLC) 2004114748
    identifier: (OCoLC)57170749
  related item:
    title info:
      title: Lecture notes in mathematics (Springer-Verlag) ; 1856
  identifier: 9783540446446 (electronic bk.)
  identifier: 3540446443 (electronic bk.)
  identifier: 3540229531
  identifier: 9783540229537
  identifier: http://proxy.library.tamu.edu/login
  record info:
    record content source: COO
    record creation date: 041007
    record change date: 20260422224257.6
    record identifier: in00003506191
    language of cataloging:
      language term: eng