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Lectures on the Mathematics of Finance

Lectures on the Mathematics of Finance (Paperback)

£28.00
Unavailable. Replaced by new version by new supplier.
Unavailable

Synopsis

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.

BusinessBusiness & managementBusiness mathematics & systemsScience & MathematicsMathematicsApplied mathematicsStochasticsScience & MathematicsMathematicsProbability & statistics Publisher: American Mathematical Society Publication Date: 01/02/1997 ISBN-13: 9780821806371  Details: Type: Paperback Format: Books
Availability: Unavailable. Replaced by new version by new supplier.  

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