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

ISBN 10: 082180751X / ISBN 13: 9780821807514

Published by American Mathematical Society, 2000

About this Item

Most items will be dispatched the same or the next working day. An apparently unread copy in perfect condition. Dust cover is intact with no nicks or tears. Spine has no signs of creasing. Pages are clean and not marred by notes or folds of any kind.

Seller Inventory # rev5546776116

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: Like New
• Weight: 521.6 grams

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)