Introduction to Mathematical Finance: American Mathematical Society Short Course, January 6-7, 1997, San Diego, California - Rilegato

 
9780821807514: Introduction to Mathematical Finance: American Mathematical Society Short Course, January 6-7, 1997, San Diego, California

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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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