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.
The articles of this volume will be reviewed individually. Indexed articles: \textit{Back, Kerry}, Incomplete and asymmetric information in asset pricing theory, 1-25 [Zbl 1089.91016] \textit{Bielecki, Tomasz R.; Jeanblanc, Monique; Rutkowski, Marek}, Modeling and valuation of credit risk, 27-126 [Zbl 1134.91023] \textit{Hipp, Christian}, Stochastic control with application in insurance, 127-164 [Zbl 1134.91024] \textit{Peng, Shige}, Nonlinear expectations, nonlinear evaluations and risk measures, 165-253 [Zbl 1127.91032] \textit{Schachermayer, Walter}, Utility maximisation in incomplete markets, 255-293 [Zbl 1123.91029]
scientific article; zbMATH DE number 2125807