{"product_id":"9783540229537","title":"Lecture Notes in Mathematics: Lectures given at the C.I.M.E.-E.M.S. Summer School held in Bressanone\/Brixen, Italy, July 6-12, 2003","description":"\u003ch1\u003eLecture Notes in Mathematics: Lectures given at the C.I.M.E.-E.M.S. Summer School held in Bressanone\/Brixen, Italy, July 6-12, 2003\u003c\/h1\u003e \u003ch2\u003eBack, Kerry; Frittelli, Marco; Bielecki, Tomasz R.; Runggaldier, Wolfgang J.; Hipp, Christian; Peng, Shige; Schachermayer, Walter\u003c\/h2\u003e \u003cp\u003e\u003c\/p\u003e\u003cp\u003eThis 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. \u003c\/p\u003e \u003ch3\u003eDetails\u003c\/h3\u003e \u003cp\u003ePublished by: Springer\u003c\/p\u003e \u003cp\u003ePublication Date: 2004-11-22\u003c\/p\u003e \u003cp\u003eFormat: Paperback\u003c\/p\u003e \u003cp\u003eISBN-13: 9783540229537\u003c\/p\u003e \u003cp\u003eDOI: 10.1007\/b100122\u003c\/p\u003e \u003cp\u003eDimensions: 235cm x155cm\u003c\/p\u003e \u003cp\u003ePages: 312\u003c\/p\u003e ","brand":"Springer Berlin Heidelberg","offers":[{"title":"Default Title","offer_id":45369804947596,"sku":"9783540229537","price":49.49,"currency_code":"USD","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0710\/9545\/1788\/files\/9783540229537.jpg?v=1775675236","url":"https:\/\/fh90cf-fv.myshopify.com\/products\/9783540229537","provider":"Late Knight Books and Services, LLC","version":"1.0","type":"link"}