Title: Introduction to Mathematical Finance: American Mathematical Society Short Course, January 6-7, 1997, San Diego, California
Publisher: Amer Mathematical Society
Publication Date: 2000
Language: English
ISBN 10: 082180751X
ISBN 13: 9780821807514
Binding: Hardcover
Condition: Brand New
Weight: 0.57 kilograms

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Papers from a January 1997 meeting look at issues including quantitative methods for portfolio management, option pricing and the mathematical theory of risk, and non-arbitrage and the fundamental theorem of asset pricing. Other subjects are models for the evolution of the term structure of interest rates, transition densities for interest rate and other nonlinear diffusions, and transaction costs in portfolio management and derivative pricing. Annotation c. Book News, Inc., Portland, OR (booknews.com)

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