Kerry Back
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 - Lecture Notes in Mathematics Kerry Back 2004 edition

Name: 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 - Lecture Notes in Mathematics
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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 - Lecture Notes in Mathematics

Kerry Back

2004 edition

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.

328 pages, biography

Medios de comunicación	Libros Paperback Book (Libro con tapa blanda y lomo encolado)
Publicado	22 de noviembre de 2004
ISBN13	9783540229537
Editores	Springer-Verlag Berlin and Heidelberg Gm
Páginas	312
Dimensiones	155 × 235 × 17 mm · 485 g
Lengua	Inglés Alemán
Editor	Frittelli, Marco
Editor	Runggaldier, Wolfgang J.