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商品詳細
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. 金融数学
・ISBN 978-3-540-62642-8 soft
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| 著者・編者 | Biais, B. / Bjoerk, T. / Cvitanic, J. et al., |
|---|---|
| シリーズ | Lecture Notes in Mathematics 1656 |
| 出版社 | (Springer, GW) |
| 出版年月 | 1997 |
| ページ数 | 316 pp. |
| 言語 | ENG |
| ニュース番号 | ＜432-242＞ |
解説
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.