| 书目名称 | Financial Mathematics |
| 副标题 | Lectures given at th |
| 编辑 | Bruno Biais,Thomas Björk,Jean Charles Rochet,Wolfg |
| 视频video | |
| 丛书名称 | Lecture Notes in Mathematics |
| 图书封面 |  |
| 描述 | 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. |
| 出版日期 | Book 1997 |
| 关键词 | Arbitrage; Market microstructure; Stochastic Differential Equations; Trading under constraints; market i |
| 版次 | 1 |
| doi | https://doi.org/10.1007/BFb0091997 |
| isbn_softcover | 978-3-540-62642-8 |
| isbn_ebook | 978-3-540-68356-8Series ISSN 0075-8434 Series E-ISSN 1617-9692 |
| issn_series | 0075-8434 |
| copyright | Springer-Verlag Berlin Heidelberg 1997 |
发表于 2025-3-21 17:20:49
