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.
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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
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Search results for Lectures on the Mathematics of Finance
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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
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
Stock Image
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. It's a well-cared-for item that has seen limited use. The item may show minor signs of wear. All the text is legible, with all pages included. It may have slight markings and/or highlighting. Seller Inventory # 0821809091-8-1