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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.
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- PublisherAmerican Mathematical Society
- Publication date1997
- ISBN 10 0821806378
- ISBN 13 9780821806371
- BindingHardcover
- Number of pages148
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Lectures on the Mathematics of Finance (Crm Monograph Series)
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Amer Mathematical Society
(1777)
ISBN 10: 0821806378
ISBN 13: 9780821806371
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Book Description hardcover. Condition: Very Good. Connecting readers with great books since 1972! Used books may not include companion materials, and may have some shelf wear or limited writing. We ship orders daily and Customer Service is our top priority!. Seller Inventory # S_399757063
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Lectures on the Mathematics of Finance
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American Mathematical Society, Rhode Island
(1991)
ISBN 10: 0821806378
ISBN 13: 9780821806371
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Book Description Soft Cover. Condition: Good. No Jacket. First Thus. From an academic library with the usual stamps etc. Covers have been laminated. Seller Inventory # OX4791
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Lectures on the Mathematics of Finance (CRM Monograph Series)
Published by
American Mathematical Society
(1997)
ISBN 10: 0821806378
ISBN 13: 9780821806371
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Book Description Hardcover. Condition: 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. Seller Inventory # E-852-025
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Lectures on the Mathematics of Finance (Crm Monograph Series)
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ISBN 10: 0821806378
ISBN 13: 9780821806371
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Book Description hardcover. Condition: Good. Good. book. Seller Inventory # D8S0-3-M-0821806378-3
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Lectures on the Mathematics of Finance (Crm Monograph Series)
Published by
Amer Mathematical Society
(1997)
ISBN 10: 0821806378
ISBN 13: 9780821806371
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Book Description Hardcover. Condition: Good. No Jacket. 1st Edition. 1995.Hardcover.Good condition.148 pages.Ships from Japan.Usually ships in 1-2 working days. Seller Inventory # 9239
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