The foundation for the subject of mathematical finance was laid by Bachelier in his fundamental work, "Theorie de la speculation". In this work, he provided the first treatment of Brownian motion. This work contains articles contributed by a list of recognized researchers and practitioners. Editor(s): Heath, David C.; Swindle, Glen. Series: Proceedings of Symposia in Applied Mathematics. Num Pages: 172 pages, index. BIC Classification: KCA; KFF; PBW. Category: (P) Professional & Vocational; (UP) Postgraduate, Research & Scholarly; (UU) Undergraduate. Dimension: 260 x 184 x 16. Weight in Grams: 547. . 2000. hardcover. . . . .

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Title: Introduction to Mathematical Finance (Proceedings of Symposia in Applied Mathematics): American Mathematical Society Short Course, January 6-7, 1997, San Diego, California
Publisher: American Mathematical Society
Publication Date: 2000
Language: English
ISBN 10: 082180751X
ISBN 13: 9780821807514
Binding: Hardcover
Condition: New

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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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