Stochastic methods in finance : lectures given at the C.I.M.E.-E.M.S. summer school held in Bressanone/Brixen, Italy, July 6-12, 2003 / K. Back ... [et al.] ; editors, M. Frittelli, W. Runggaldier. - Berlin ; New York : Springer, c2004. - xiii, 306 p. : ill. ; 24 cm. - Lecture notes in mathematics, 1856 0075-8434 ; . - Lecture notes in mathematics (Springer-Verlag) ; 1856. .

Contains five lecture courses given at the CIME-EMS School on "Stochastic Methods in Finance, held in Brassanone/Brixen, Italy, 2003. "Subseries: Fondazione C.I.M.E., Firenze"--Series t.p.

Includes bibliographical references.

3540229531 (softcover : alk. paper)

2004114748


Finance--Mathematical models.
Stochastic analysis.

QA3 HG106 / .L28 no. 1856