Title: Option Pricing and Portfolio Optimization: Modern Methods of Financial Mathematics (Graduate Studies in Mathematics)
Publisher: Amer Mathematical Society
Publication Date: 2001
Language: English
ISBN 10: 0821821237
ISBN 13: 9780821821237
Binding: hardcover
Condition: New
Weight: 25 ounces

About this title

Synopsis

Introduces Ito calculus, concentrating on applications in financial mathematics. Builds the standard diffusion type security market model, then treats the pricing of options in detail, introducing the method of option pricing via replication and no arbitrage. Presents a method of pricing options with partial differential equations, and presents examples of exotic options. Describes basics of Monte Carlo methods, tree methods, and finite difference methods, and deals with the martingale method and the stochastic control method for portfolio optimization. Assumes a previous basic course in probability theory. Author information is not given. Annotation c. Book News, Inc., Portland, OR (booknews.com)

"About this title" may belong to another edition of this title.

Store Description

Grifin Books is a small family run bookstore based in Connecticut. Our selection is typically very eclectic, as is our taste in books, but we lean towards esoteric non fiction. All inquiries are answered as soon as possible and if we can be of assistance with any of your book needs or questions please contact us. David Greif head book wrangler and bottle washer. 203 353 9193 dagreif@yahoo.com

Visit Seller's Storefront

Seller's business information

Griffin Books
CT, U.S.A.

Sale & Shipping Terms

Terms of Sale

Books offered subject to prior sale. Payment methods: personal check, money order, paypal or bank draft(all in US dollars). Credit cards payments accepted through ABE. Paypal accepted but must be processed by buyer (Abe does not process paypal payments) at dagrefi@yahoo.com. Shipping terms: shipping to be paid by purchaser; all standard options available, including priority methods. Returns accepted within 14 days, in same condition as received. email is dagreif@yahoo.com phone is 203 353 9193

Shipping Terms

Orders ship within 2 business days. Shipping costs are based on books weighing 2.2 LB, or 1 KG. If your book order is heavy or oversized, we may contact you to let you know extra shipping is required. To contact us please use dagreif@yahoo.com or 203 353 9193.

Shipping rates within U.S.A.

Shipping rates within U.S.A.
Order quantity	5 to 14 business days	3 to 8 business days
First item	US$ 6.00	US$ 12.00

Delivery times are set by sellers and vary by carrier and location. Orders passing through Customs may face delays and buyers are responsible for any associated duties or fees. Sellers may contact you regarding additional charges to cover any increased costs to ship your items.