Mathematics of Financial Obligations - Couverture rigide

American Mathematical Society

Couverture rigide

ISBN 10 : 0821829459 ISBN 13 : 9780821829455

Editeur : American Mathematical Society, 2002

Synopsis

Contemporary finance and actuarial calculations have become so mathematically complex that a rigorous exposition is required for an accurate and complete presentation. This volume delivers just that. It gives a comprehensive and up-to-date methodology for financial pricing and modelling. Also included are special cases useful for practical applications. Beyond the traditional areas of hedging and investment on complete markets (the Black-Scholes and Cox-Ross-Rubinstein models), the book includes topics that are not currently available in monograph form, such as incomplete markets, markets with constraints, imperfect forms of hedging, and the convergence of calculations in finance and insurance. The book is geared toward specialists in finance and actuarial mathematics, practitioners in the financial and insurance business, students, and post-docs in corresponding areas of study. Readers should have a foundation in probability theory, random processes, and mathematical statistics.

Détails de l'édition

• Éditeur: American Mathematical Society
• Date d'édition: 2002
• Langue: anglais
• ISBN 10: 0821829459
• ISBN 13: 9780821829455
• Reliure: Relié
• Nombre de pages: 194
• Coordonnées du fabricant: non disponible
• Personne responsable: Ufficio Anagrafiche Messaggerie; ufficio.anagrafiche@meli.it; ; Via Verdi, 8; Assago Milano; 20090; Italie