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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. (English) Zbl 1053.91002

Lecture Notes in Mathematics 1856. Berlin: Springer (ISBN 3-540-22953-1/pbk). xiii, 306 p. (2004).

Show indexed articles as search result.

The articles of this volume will be reviewed individually.
Indexed articles:
Back, Kerry, Incomplete and asymmetric information in asset pricing theory, 1-25 [Zbl 1089.91016]
Bielecki, Tomasz R.; Jeanblanc, Monique; Rutkowski, Marek, Modeling and valuation of credit risk, 27-126 [Zbl 1134.91023]
Hipp, Christian, Stochastic control with application in insurance, 127-164 [Zbl 1134.91024]
Peng, Shige, Nonlinear expectations, nonlinear evaluations and risk measures, 165-253 [Zbl 1127.91032]
Schachermayer, Walter, Utility maximisation in incomplete markets, 255-293 [Zbl 1123.91029]

MSC:

91-06 Proceedings, conferences, collections, etc. pertaining to game theory, economics, and finance
60-06 Proceedings, conferences, collections, etc. pertaining to probability theory
00B25 Proceedings of conferences of miscellaneous specific interest
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