02034nam a2200337 i 4500991001264829707536051018s1999 riua b 001 0 eng d082180751Xb1334609x-39ule_instDip.to Matematicaeng519.521AMS 91B28AMS 60H30LC HG4515.2.I57Introduction to mathematical finance :American Mathematical Society short course, January 6-7, 1997, San Diego, California /David C. Heath, Glen Swindle, editorsProvidence, R. I. :American Mathematical Society,c1999ix, 167 p. :ill. ;27 cmProceedings of symposia in applied mathematics,0160-7634 ;57.AMS short course lecture notesIncludes bibliographical references and indexQuantitative 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 ZariphopoulouInvestmentsMathematical modelsPortfolio managementHeath, David C.Swindle, Glenauthorhttp://id.loc.gov/vocabulary/relators/aut738050American Mathematical Society :Short course<1997 ;San Diego, California>.b1334609x02-04-1418-10-05991001264829707536LE013 91B HEA11 (1999)12013000291499le013pE26.61-l- 05050.i1415585021-11-05Introduction to mathematical finance1461660UNISALENTOle01318-10-05ma -engriu00