Articles liés à Lectures on the Mathematics of Finance
Synopsis
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 fifteen years due to the methodologies of stochastic analysis and control. Readers are presented with current research, and open problems are suggested. 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.
- ÉditeurAmerican Mathematical Society
- Date d'édition1998
- ISBN 10 0821809091
- ISBN 13 9780821809099
- ReliureBroché
- Langueanglais
- Coordonnées du fabricantnon disponible
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Lectures on the Mathematics of Finance
Edité par
Amer Mathematical Society, 1996
ISBN 10 : 0821809091
ISBN 13 : 9780821809099
Ancien ou d'occasion
Paperback
Vendeur : ThriftBooks-Dallas, Dallas, TX, Etats-Unis
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Paperback. Etat : Very Good. No Jacket. Former library book; May have limited writing in cover pages. Pages are unmarked. ~ ThriftBooks: Read More, Spend Less 0.65. N° de réf. du vendeur G0821809091I4N10
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Image d'archives
Lectures on the Mathematics of Finance
Edité par
American Mathematical Society, 1996
ISBN 10 : 0821809091
ISBN 13 : 9780821809099
Ancien ou d'occasion
Couverture souple
Vendeur : Better World Books, Mishawaka, IN, Etats-Unis
Évaluation du vendeur 5 sur 5 étoiles
Etat : Very Good. New Ed. Former library book; may include library markings. Used book that is in excellent condition. May show signs of wear or have minor defects. N° de réf. du vendeur GRP93009217
Quantité disponible : 1 disponible(s)
Image d'archives
Lectures on the Mathematics of Finance
Edité par
American Mathematical Society, 1996
ISBN 10 : 0821809091
ISBN 13 : 9780821809099
Ancien ou d'occasion
Couverture souple
Vendeur : Better World Books: West, Reno, NV, Etats-Unis
Évaluation du vendeur 5 sur 5 étoiles
Etat : Very Good. New Ed. Used book that is in excellent condition. May show signs of wear or have minor defects. N° de réf. du vendeur 11644393-75
Quantité disponible : 1 disponible(s)
Image d'archives
Lectures on the Mathematics of Finance
Edité par
Amer Mathematical Society (edition New), 1996
ISBN 10 : 0821809091
ISBN 13 : 9780821809099
Ancien ou d'occasion
Paperback
Vendeur : BooksRun, Philadelphia, PA, Etats-Unis
Évaluation du vendeur 5 sur 5 étoiles
Paperback. Etat : Very Good. New. Ship within 24hrs. Satisfaction 100% guaranteed. APO/FPO addresses supported. N° de réf. du vendeur 0821809091-8-1
Quantité disponible : 1 disponible(s)