Lectures on the Mathematics of Finance - Brossura

Karatzas, Ioannis

Brossura

ISBN 10: 0821809091 ISBN 13: 9780821809099

Casa editrice: Amer Mathematical Society, 1996

Riassunto

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 fifteen years due to the methodologies of stochastic analysis and control. Readers are presented with current research, and open problems are suggested. 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.

Dettagli dell?edizione

• Editore: Amer Mathematical Society
• Data di pubblicazione: 1996
• ISBN 10: 0821809091
• ISBN 13: 9780821809099
• Rilegatura: Copertina flessibile
• Lingua: Inglese
• Contatto del produttore: non disponibile