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    Lectures on the Mathematics of Finance (CRM Monograph Series (Z))

     
    From Ioannis Karatzas
    Only 1 items left in stock
    Lectures on the Mathematics of Finance (CRM Monograph Series (Z))

    Description

    Discusses the main aspects of mathematical finance. This work covers topics including arbitrage, hedging and pricing of contingent claims, portfolio optimization, incomplete and/or constrained markets, equilibrium and transaction costs. It outlines advances made possible due to the methodologies of stochastic analysis and control.

    Product details

    EAN/ISBN:
    9780821809099
    Edition:
    New Ed
    Medium:
    Paperback
    Number of pages:
    148
    Publication date:
    1997-06-01
    Publisher:
    American Mathematical Society
    EAN/ISBN:
    9780821809099
    Edition:
    New Ed
    Medium:
    Paperback
    Number of pages:
    148
    Publication date:
    1997-06-01
    Publisher:
    American Mathematical Society

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