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Lieferstatus:	Auf Bestellung (Lieferzeit unbekannt)
Veröffentlichung:	November 2004
Genre:	Schulbücher
	C / Cybernetics & systems theory / Cybernetics and systems theory / Economics, Mathematical / Finance & accounting / game theory / Game Theory, Economics, Social and Behav. Sciences / Kybernetik und Systemtheorie / Mathematics and Statistics / Mathematics in Business, Economics and Finance / Probabilities / Probability Theory / Probability Theory and Stochastic Processes / Public Economics / Public finance / Public finance & taxation / Quantitative Finance / Stochastics / System Theory / Systems Theory, Control mehr...
ISBN:	9783540229537
EAN-Code:	9783540229537
Verlag:	Springer EN
Einband:	Kartoniert
Sprache:	English
Serie:	C.I.M.E. Foundation Subseries #1856 - Lecture Notes in Mathematics
Dimensionen:	H 235 mm / B 155 mm / D
Gewicht:	1020 gr
Seiten:	312
Illustration:	XVI, 312 p.
Zus. Info:	EUDR exemption - product or manufacturing materials placed on the market prior to 31.12.2025.
Bewertung:	Titel bewerten / Meinung schreiben

Inhalt:

This volume includes the five lecture courses given at the CIME-EMS School on "Stochastic Methods in Finance" held in Bressanone/Brixen, Italy 2003. 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. Five topics are treated in detail: Utility maximization in incomplete markets; the theory of nonlinear expectations and its relationship with the theory of risk measures in a dynamic setting; credit risk modelling; the interplay between finance and insurance; incomplete information in the context of economic equilibrium and insider trading.