Stochastic Methods in Finance

Stochastic Methods in Finance

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Peng, ShigePeng, Shige, Back, Kerry, Bielecki, Tomasz R., Schachermayer, Walter, Hipp, Christian

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 equatio...

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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 equatio...

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  • Formats: pdf
  • ISBN: 9783540446446
  • Publication Date: 13 Nov 2004
  • Publisher: Springer Berlin Heidelberg
  • Product language: English
  • Drm Setting: DRM