Lectures on the mathematics of finance / Ioannis Karatzas
Type de document : MonographieCollection : CRM monographs series, 8Langue : anglais.Pays : Etats Unis.Éditeur : Providence : American Mathematical Society, 1997Description : 1 vol. (XII-149 p.) ; 26 cmISBN : 0821806378.ISSN : 1065-8599.Sujet MSC : 91Gxx, Game theory, economics, social and behavioral sciences, Mathematical finance91-02, Game theory, economics, social and behavioral sciences, Research exposition (monographs, survey articles)
93E20, Systems theory; control -- Stochastic systems and control, Optimal stochastic control
60H30, Probability theory and stochastic processes -- Stochastic analysis, Applications of stochastic analysis (to PDE, etc.)
91B24, Game theory, economics, social and behavioral sciences -- Mathematical economics, Price theory and market structure
| Current location | Call number | Status | Date due | Barcode |
|---|---|---|---|---|
| CMI Salle R | 91 KAR (Browse shelf) | Available | 11879-01 |
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