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.
"synopsis" may belong to another edition of this title.
From the Inside Flap
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 appied problems. Zentralblatt f\"ur Didaktik der Mathematik
Review
"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." ---- Zentralblatt für Didaktik der Mathematik
"Provides an excellent introduction to a wide range of topics in mathematical finance." ---- Mathematical Reviews
"The young researcher/postgraduate student will be able to glance at the forefront of current research in mathematical finance. The author's clear and careful writing makes reading a pleasure. A lot of material, hitherto available only in research papers, will now reach a wider audience. This is a most useful addition to the fast growing literature on mathematical finance." ---- Short Book Reviews, a publication of the International Statistical Institute
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Lectures on the Mathematics of Finance (Crm Monograph Series)
Published by
Amer Mathematical Society (edition ), 1777
ISBN 10: 0821806378
ISBN 13: 9780821806371
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Hardcover. Condition: Good. It's a preowned item in good condition and includes all the pages. It may have some general signs of wear and tear, such as markings, highlighting, slight damage to the cover, minimal wear to the binding, etc., but they will not affect the overall reading experience. Seller Inventory # 0821806378-11-1
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Lectures on the Mathematics of Finance
Published by
American Mathematical Society, 1996
ISBN 10: 0821806378
ISBN 13: 9780821806371
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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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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
Published by
American Mathematical Society, Rhode Island, 1991
ISBN 10: 0821806378
ISBN 13: 9780821806371
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Lectures on the Mathematics of Finance
Published by
American Mathematical Society, 1997
ISBN 10: 0821806378
ISBN 13: 9780821806371
Used
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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
Used
Hardcover
First Edition
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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