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 - CIME-EMS School on "Stochastic Methods in Finance" (2003 : Bressanone, Italy); Back, K. (Kerry); Frittelli, M. (Marco); Runggaldier, W. J. (Wolfgang J.); Centro internazionale matematico estivo; European Mathematical Society (Berlin ; New York : Springer, 2004)
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.
Keywords: Finance -- Mathematical models; Stochastic analysis