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 fifteen years due to the methodologies of stochastic analysis and control. Readers are presented with current research, and open problems are suggested. This tutorial survey of the rapidly expanding field of mathematical finance ...
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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 fifteen years due to the methodologies of stochastic analysis and control. Readers are presented with current research, and open problems are suggested. 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.
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Add this copy of Lectures on the Mathematics of Finance Volume 8 to cart. $24.95, very good condition, Sold by Alibris rated 5.0 out of 5 stars, ships from NV, USA, published 1998 by American Mathematical Society(RI).
Add this copy of Lectures on the Mathematics of Finance to cart. $24.68, very good condition, Sold by BooksRun rated 5.0 out of 5 stars, ships from Philadelphia, PA, UNITED STATES, published 1998 by Amer Mathematical Society.
Add this copy of Lectures on the Mathmatics of Finance (Crm Monograph to cart. $126.88, new condition, Sold by GridFreed rated 5.0 out of 5 stars, ships from North Las Vegas, NV, UNITED STATES, published 1996 by American Mathematical Society.
