Mathematics of Finance (Contemporary Mathematics): 2003 Ams-Ims-Siam Joint Summer Research Conference on Mathematics of Finance, June 22-26, 2003, Snowbird, Utah - Softcover

American Mathematical Society

Softcover

ISBN 10: 0821834126 ISBN 13: 9780821834121

Publisher: American Mathematical Society, 2004

Synopsis

The mathematics of finance involves a wide spectrum of techniques that go beyond traditional applied mathematics. The field has witnessed a tremendous amount of progress in recent years, which has inspired communication and networking among researchers in finance, economics, engineering, and industry. This volume contains papers based on talks given at the first AMS-IMS-SIAM Joint Summer Research Conference on Mathematics of Finance held at Snowbird (UT). Topics covered here include modeling, estimation, optimization, control, risk assessment and management, contingent claim pricing, dynamic hedging, and financial derivative design. The book is suitable for graduate students and research mathematicians interested in mathematical finance.

Edition details

• Publisher: American Mathematical Society
• Publication date: 2004
• Language: English
• ISBN 10: 0821834126
• ISBN 13: 9780821834121
• Binding: Paperback