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

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

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