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/ K. Back ... [et al.] ; editors, M. Frittelli, W. Runggaldier. - Berlin: Springer, c2004. - xiii, 306 p.: ill.; 24 cm. - Lecture notes in mathematics, 1856 0075-8434; . - Lecture notes in mathematics (Springer-Verlag); 1856. .

Includes bibliographical references.

3540229531 (pbk.)


Stochastic analysis--Congresses.
Finance--Mathematical models.
Analyse stochastique--Congres.
Finances--Modeles mathématiques.