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

David Cochran Heath, Glen Swindle

ISBN 10: 082180751X / ISBN 13: 9780821807514

Editore: Amer Mathematical Society, 2000

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[ No Hassle 30 Day Returns ][ Ships Daily ] [ Underlining/Highlighting: NONE ] [ Writing: NONE ] [ Edition: volume 57 ] Publisher: Amer Mathematical Society Pub Date: 2/1/2000 Binding: Hardcover Pages: 167 volume 57. Codice articolo 6022242

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Titolo: Introduction to Mathematical Finance: ...

Casa editrice: Amer Mathematical Society

Data di pubblicazione: 2000

Legatura: Rilegato

Condizione: Good

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Riassunto:

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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