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Record Nr. |
UNISALENTO991001264829707536 |
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Titolo |
Introduction to mathematical finance : American Mathematical Society short course, January 6-7, 1997, San Diego, California / David C. Heath, Glen Swindle, editors |
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Pubbl/distr/stampa |
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Providence, R. I. : American Mathematical Society, c1999 |
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ISBN |
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Descrizione fisica |
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ix, 167 p. : ill. ; 27 cm |
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Collana |
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Proceedings of symposia in applied mathematics, 0160-7634 ; 57. AMS short course lecture notes |
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Classificazione |
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AMS 91B28 |
AMS 60H30 |
LC HG4515.2.I57 |
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Altri autori (Persone) |
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Heath, David C. |
Swindle, Glenauthor |
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Altri autori (Enti) |
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American Mathematical Society : Short course <1997 ; San Diego, California> |
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Disciplina |
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Soggetti |
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Investments - Mathematical models |
Portfolio management |
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Lingua di pubblicazione |
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Formato |
Materiale a stampa |
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Livello bibliografico |
Monografia |
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Nota di bibliografia |
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Includes bibliographical references and index |
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Nota di contenuto |
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Quantitative methods for portfolio management / Steven E. Shreve. An introduction to option pricing and the mathematical theory of risk / Marco Avellaneda. Non-arbitrage and the fundamental theorem of asset pricing : summary of main results / Freddy Delbaen and Walter Schachermayer. Introduction to models for the evolution of the term structure of interest rates / David Heath. Transition densities for interest rate and other nonlinear diffusions / Yacine A·it-Sahalia. Transaction costs in portfolio management and derivative pricing / Thaleia Zariphopoulou |
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