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Item Details
| Title:
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LECTURES ON THE MATHEMATICS OF FINANCE
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| By: |
Ioannis Karatzas |
| Format: |
Paperback |
| List price:
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£28.00 |
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We currently do not stock this item, please contact the publisher directly for
further information.
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| ISBN 10: |
0821806378 |
| ISBN 13: |
9780821806371 |
| Publisher: |
AMERICAN MATHEMATICAL SOCIETY |
| Pub. date: |
6 February, 1997 |
| Series: |
CRM Monograph Series |
| Pages: |
148 |
| Description: |
A discussion of the main aspects of mathematical finance including arbitrage, hedging and pricing of contingent claims, portfolio optimization, incomplete and/or constrained markets, equilibrium, and transaction costs. |
| 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. |
| Publication: |
US |
| Imprint: |
American Mathematical Society |
| Returns: |
Non-returnable |
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