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Stochastic Methods in Finance (Lecture Notes in Mathematics C.I.M.E. Foundation Subseries) by Kerry Back PDF eBook

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Stochastic Methods in Finance (Lecture Notes in Mathematics / C.I.M.E. Foundation Subseries) by Kerry Back
Springer; 2004 edition | November 22, 2004 | English | ISBN: 3540229531 | 316 pages | PDF | 2 MB

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.



Stochastic Methods in Finance (Lecture Notes in Mathematics  C.I.M.E. Foundation Subseries) by Kerry Back PDF eBook

1$
Buy!Download Size: 37.74 KB


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