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.
- Berlin ; New York: Springer-Verlag, c1997.
- vi, 316 p.: ill.; 24 cm.
- Lecture notes in mathematics, 1656. 0075-8434 ; .
- Lecture notes in mathematics (Springer-Verlag); 1656.. .
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 .