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Financial Mathematics by Bruno Biais
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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
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Description

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.
Release date Australia
March 20th, 1997
Audiences
  • Postgraduate, Research & Scholarly
  • Professional & Vocational
Contributor
  • Edited by Wolfgang J Runggaldier
Illustrations
VII, 316 p.
Pages
316
Dimensions
156x234x17
ISBN-13
9783540626428
Product ID
2828704

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