Introduction to Mathematical Finance (Proceedings of Symposia in Applied Mathematics): American Mathematical Society Short Course, January 6-7, 1997, San Diego, California

. Ed(s): Heath, David C.; Swindle, Glen

ISBN 10: 082180751X / ISBN 13: 9780821807514

Published by American Mathematical Society, 2000

About this Item

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. . . . . Books ship from the US and Ireland.

Seller Inventory # V9780821807514

Bibliographic Details

• 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

About this title

Synopsis

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)