Stochastic Methods in Finance
Subtitle: Lectures given at the C.I.M.E.-E.M.S. Summer School held in Bressanone/Brixen, Italy, July 6-12, 2003 (Lecture Notes in Mathematics / Fondazione C.I.M.E., Firenze)
Contributors: Marco Frittelli (Editor); Wolfgang Runggaldier (Editor)
Edition: 1 edition
Publisher: Springer
Published: December 22, 2004
Language: eng
Format: Paperback
Number of pages: 307
ISBN-13: 9783540229537
Subjects: Probability & statistics; Stochastics; Mathematical models; Applied; Science/Mathematics; Mathematics; Computers - General Information; General; Finance; Computer Science; Game Theory; Probability & Statistics - General; 60G99, 60-06, 91-06, 91B06, 91B16, 91B24, 91B28, 91B30, 91B70, 93 06, 93E11, 93E20; Mathematics / Statistics; credit risk; insurance; mathematical finance; partial information; risk measures; Stochastic analysis
First sentence: These notes could equally well be entitled "Applications of Filtering in Financial Theory."