Items related to Lectures on the Mathematics of Finance (CRM Monographs)...
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.
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- PublisherAmerican Mathematical Society
- Publication date1997
- ISBN 10 0821809091
- ISBN 13 9780821809099
- BindingPaperback
- LanguageEnglish
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Lectures on the Mathematics of Finance
Published by
American Mathematical Society, 1996
ISBN 10: 0821809091
ISBN 13: 9780821809099
Used
Softcover
Seller: Better World Books, Mishawaka, IN, U.S.A.
Seller rating 5 out of 5 stars
Condition: 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. Seller Inventory # GRP93009217
Quantity: 1 available
Stock Image
Lectures on the Mathematics of Finance
Published by
American Mathematical Society, 1996
ISBN 10: 0821809091
ISBN 13: 9780821809099
Used
Softcover
Seller: Better World Books: West, Reno, NV, U.S.A.
Seller rating 5 out of 5 stars
Condition: Very Good. New Ed. Used book that is in excellent condition. May show signs of wear or have minor defects. Seller Inventory # 11644393-75
Quantity: 1 available
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Lectures on the Mathematics of Finance
Published by
Amer Mathematical Society (edition New), 1996
ISBN 10: 0821809091
ISBN 13: 9780821809099
Used
Paperback
Seller: BooksRun, Philadelphia, PA, U.S.A.
Seller rating 5 out of 5 stars
Paperback. Condition: Very Good. New. Ship within 24hrs. Satisfaction 100% guaranteed. APO/FPO addresses supported. Seller Inventory # 0821809091-8-1
Quantity: 1 available
Stock Image
Lectures on the Mathematics of Finance
Published by
Amer Mathematical Society, 1996
ISBN 10: 0821809091
ISBN 13: 9780821809099
Used
Paperback
Seller: ThriftBooks-Dallas, Dallas, TX, U.S.A.
Seller rating 5 out of 5 stars
Paperback. Condition: Very Good. No Jacket. Former library book; May have limited writing in cover pages. Pages are unmarked. ~ ThriftBooks: Read More, Spend Less 0.65. Seller Inventory # G0821809091I4N10
Quantity: 1 available