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Sinopsis
In this text, the author discusses the main aspects of mathematical finance. These include, arbitrage, hedging and pricing of contingent claims, portfolio optimization, incomplete and/or constrained markets, equilibrium, and transaction costs. The book outlines advances made possible during the last 15 years due to the methodologies of stochastic analysis and control. This tutorial survey of the rapidly expanding field of mathematical finance is addressed primarily to graduate students in mathematics. Familiarity is assumed with stochastic analysis and parabolic partial differential equations. The text makes significant use of students' mathematical skills, but always in connection with interesting applied problems.
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Reseña del editor
In this text, the author discusses the main aspects of mathematical finance. These include, arbitrage, hedging and pricing of contingent claims, portfolio optimization, incomplete and/or constrained markets, equilibrium, and transaction costs. The book outlines advances made possible during the last 15 years due to the methodologies of stochastic analysis and control. This tutorial survey of the rapidly expanding field of mathematical finance is addressed primarily to graduate students in mathematics. Familiarity is assumed with stochastic analysis and parabolic partial differential equations. The text makes significant use of students' mathematical skills, but always in connection with interesting applied problems.
"Sobre este título" puede pertenecer a otra edición de este libro.
Resultados de la búsqueda para Lectures on the Mathematics of Finance (CRM Monograph...
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Lectures on the Mathematics of Finance (CRM Monograph Series)
Publicado por
American Mathematical Society, 1997
ISBN 10: 0821806378
ISBN 13: 9780821806371
Antiguo o usado
Tapa dura
Librería: Ammareal, Morangis, Francia
Calificación del vendedor: 5 de 5 estrellas
Hardcover. Condición: Bon. Ancien livre de bibliothèque. Traces d'usure sur la couverture. Petite(s) trace(s) de pliure sur la couverture. Edition 1997. Tome 8. Ammareal reverse jusqu'à 15% du prix net de cet article à des organisations caritatives. ENGLISH DESCRIPTION Book Condition: Used, Good. Former library book. Signs of wear on the cover. Slightly creased cover. Edition 1997. Volume 8. Ammareal gives back up to 15% of this item's net price to charity organizations. Nº de ref. del artículo: E-852-025
Cantidad disponible: 1 disponibles
Imagen de archivo
Lectures on the Mathematics of Finance
Publicado por
American Mathematical Society, 1996
ISBN 10: 0821806378
ISBN 13: 9780821806371
Antiguo o usado
Tapa dura
Librería: Better World Books: West, Reno, NV, Estados Unidos de America
Calificación del vendedor: 5 de 5 estrellas
Condición: Very Good. Used book that is in excellent condition. May show signs of wear or have minor defects. Nº de ref. del artículo: 17104952-6
Cantidad disponible: 1 disponibles
Imagen de archivo
Lectures on the Mathematics of Finance
Publicado por
American Mathematical Society, 1996
ISBN 10: 0821806378
ISBN 13: 9780821806371
Antiguo o usado
Tapa dura
Librería: Better World Books, Mishawaka, IN, Estados Unidos de America
Calificación del vendedor: 5 de 5 estrellas
Condición: Good. Former library book; may include library markings. Used book that is in clean, average condition without any missing pages. Nº de ref. del artículo: 45670585-6
Cantidad disponible: 1 disponibles
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Lectures on the Mathematics of Finance
Publicado por
American Mathematical Society, Rhode Island, 1991
ISBN 10: 0821806378
ISBN 13: 9780821806371
Antiguo o usado
Soft Cover
Librería: Webbooks, Wigtown, Wigtown, Reino Unido
Calificación del vendedor: 5 de 5 estrellas
Soft Cover. Condición: Good. No Jacket. First Thus. From an academic library with the usual stamps etc. Covers have been laminated. Nº de ref. del artículo: OX4791
Cantidad disponible: 1 disponibles
Imagen de archivo
Lectures on the Mathematics of Finance
Publicado por
American Mathematical Society, 1997
ISBN 10: 0821806378
ISBN 13: 9780821806371
Antiguo o usado
Tapa dura
Librería: Anybook.com, Lincoln, Reino Unido
Calificación del vendedor: 5 de 5 estrellas
Condición: Fair. This is an ex-library book and may have the usual library/used-book markings inside.This book has hardback covers. In fair condition, suitable as a study copy. No dust jacket. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,600grams, ISBN:9780821806371. Nº de ref. del artículo: 4143196
Cantidad disponible: 1 disponibles
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Lectures on the Mathematics of Finance (Crm Monograph Series)
Publicado por
Amer Mathematical Society, 1997
ISBN 10: 0821806378
ISBN 13: 9780821806371
Antiguo o usado
Tapa dura
Original o primera edición
Librería: Corner of a Foreign Field, Tokyo, TOKYO, Japon
Calificación del vendedor: 4 de 5 estrellas
Hardcover. Condición: Good. No Jacket. 1st Edition. 1995.Hardcover.Good condition.148 pages.Ships from Japan.Usually ships in 1-2 working days. Nº de ref. del artículo: 9239
Cantidad disponible: 1 disponibles