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/ B. Biais ... [et al.] ; editor, W.J. Runggaldier.

Contributor(s):

Series: Lecture notes in mathematics (Springer-Verlag) ; 1656..Publication details: Berlin ; New York: Springer-Verlag, c1997.Description: vi, 316 p.: ill.; 24 cmISBN:

3540626425 (alk. paper)

Subject(s):

DDC classification:

650/.01/513

Contents:

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Holdings
Item type	Current library	Collection	Call number	Copy number	Status	Date due	Barcode
Books	Castorina Estantes Abertas (Open Shelves)	Coleções de Monografias (Monographs Collections)		1	Available		39063000245624

Includes bibliographical references.

Risk sharing, adverse selection and market structure / B. Biais, J.C. Rochet -- Interest rate theory / T. Björk -- Optimal trading under constraints / J. CvitaniÈc -- Nonlinear pricing theory and backward stochastic differential equations / N. El Karouni, M.C. Quenez -- Market imperfections, equilibrium and arbitrage / E. Jouini .

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