Home
Stochastic Methods in Finance by Kerry Back, Paperback | Indigo Chapters
Loading Inventory...
Coles
Stochastic Methods in Finance by Kerry Back, Paperback | Indigo Chapters
From Kerry Back
Current price: $80.50
Coles
Stochastic Methods in Finance by Kerry Back, Paperback | Indigo Chapters
From Kerry Back
Current price: $80.50
Loading Inventory...
Size: 1 x 9.25 x 2.25
*Product information may vary - to confirm product availability, pricing, shipping and return information please contact Coles
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. | Stochastic Methods in Finance by Kerry Back, Paperback | Indigo Chapters