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 / Fondazione C.I.M.E., Firenze)

by WolfgangRunggaldier (Editor), WalterSchachermayer (Author), ShigePeng (Author), Christian Hipp (Author), TomaszR.Bielecki (Author), KerryBack (Author), Marco Frittelli (Editor)

• New

  Paperback
  2004

  $61.09

  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.