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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

Back, Kerry E. (contributor); Frittelli, Marco (ed.); … - 2004

This volume includes the five lecture courses given at the CIME-EMS School on "Stochastic Methods in Finance" held in Bressanone/Brixen, Italy 2003. It deals with innovative methods, mainly from stochastic analysis, that play a fundamental role in the mathematical modelling of finance and...

Persistent link: https://www.econbiz.de/10002392702

Asset pricing and portfolio choice theory

Back, Kerry E. - 2010

Persistent link: https://www.econbiz.de/10008662772

Incomplete markets and individual risks

Back, Kerry E. - In: Economic theory : official journal of the Society for … 3 (1993) 1, pp. 35-42

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Asset pricing for general processes

Back, Kerry E. - In: Journal of mathematical economics 20 (1991) 4, pp. 371-395

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Structure of consumption sets and existence of equilibria in infinite-dimensional spaces

Back, Kerry E. - In: Journal of mathematical economics 17 (1988) 1, pp. 89-99

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Asymmetric information and options

Back, Kerry E. - In: The review of financial studies 6 (1993) 3, pp. 435-472

Persistent link: https://www.econbiz.de/10001159890

Concepts of similarity for utility functions

Back, Kerry E. - In: Journal of mathematical economics 15 (1986) 2, pp. 129-142

Persistent link: https://www.econbiz.de/10001025262

A compact space of transitive locally non-satiated preference relations

Back, Kerry E. - In: Economics letters 3 (1987), pp. 253-256

Persistent link: https://www.econbiz.de/10001032395

A characterization of the coskewness-cokurtosis pricing model

Back, Kerry E. - In: Economics letters 125 (2014) 2, pp. 219-222

Persistent link: https://www.econbiz.de/10010505382

Insider trading in continuous time

Back, Kerry E. - In: The review of financial studies 5 (1992) 3, pp. 387-409

Persistent link: https://www.econbiz.de/10001129386

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