In this text, the author discusses the main aspects of mathematical finance. These include, arbitrage, hedging and pricing of contingent claims, portfolio optimization, incomplete and/or constrained markets, equilibrium, and transaction costs. The book outlines advances made possible during the last 15 years due to the methodologies of stochastic analysis and control. This tutorial survey of the rapidly expanding field of mathematical finance is addressed primarily to graduate students in mathematics. Familiarity is assumed with stochastic analysis and parabolic partial differential equations. The text makes significant use of students' mathematical skills, but always in connection with interesting applied problems.
Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.
EUR 9,59 expédition depuis Etats-Unis vers France
Destinations, frais et délaisVendeur : Better World Books: West, Reno, NV, Etats-Unis
Etat : Very Good. Used book that is in excellent condition. May show signs of wear or have minor defects. N° de réf. du vendeur 17104952-6
Quantité disponible : 1 disponible(s)
Vendeur : Better World Books, Mishawaka, IN, Etats-Unis
Etat : Good. Former library book; may include library markings. Used book that is in clean, average condition without any missing pages. N° de réf. du vendeur 45670585-6
Quantité disponible : 1 disponible(s)
Vendeur : Webbooks, Wigtown, Wigtown, Royaume-Uni
Soft Cover. Etat : Good. No Jacket. First Thus. From an academic library with the usual stamps etc. Covers have been laminated. N° de réf. du vendeur OX4791
Quantité disponible : 1 disponible(s)
Vendeur : Ammareal, Morangis, France
Hardcover. Etat : Bon. Ancien livre de bibliothèque. Traces d'usure sur la couverture. Petite(s) trace(s) de pliure sur la couverture. Edition 1997. Tome 8. Ammareal reverse jusqu'à 15% du prix net de cet article à des organisations caritatives. ENGLISH DESCRIPTION Book Condition: Used, Good. Former library book. Signs of wear on the cover. Slightly creased cover. Edition 1997. Volume 8. Ammareal gives back up to 15% of this item's net price to charity organizations. N° de réf. du vendeur E-852-025
Quantité disponible : 1 disponible(s)
Vendeur : Anybook.com, Lincoln, Royaume-Uni
Etat : Fair. This is an ex-library book and may have the usual library/used-book markings inside.This book has hardback covers. In fair condition, suitable as a study copy. No dust jacket. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,600grams, ISBN:9780821806371. N° de réf. du vendeur 4143196
Quantité disponible : 1 disponible(s)
Vendeur : dsmbooks, Liverpool, Royaume-Uni
hardcover. Etat : Good. Good. book. N° de réf. du vendeur D8S0-3-M-0821806378-3
Quantité disponible : 1 disponible(s)
Vendeur : Corner of a Foreign Field, Tokyo, TOKYO, Japon
Hardcover. Etat : Good. No Jacket. 1st Edition. 1995.Hardcover.Good condition.148 pages.Ships from Japan.Usually ships in 1-2 working days. N° de réf. du vendeur 9239
Quantité disponible : 1 disponible(s)