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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| Titolo: |
Introduction to mathematical finance : American Mathematical Society short course, January 6-7, 1997, San Diego, California / David C. Heath, Glen Swindle, editors
|
| Pubblicazione: | Providence, R. I. : American Mathematical Society, c1999 |
| Descrizione fisica: | ix, 167 p. : ill. ; 27 cm |
| Disciplina: | 519.5 |
| Soggetto topico: | Investments - Mathematical models |
| Portfolio management | |
| Classificazione: | AMS 91B28 |
| AMS 60H30 | |
| LC HG4515.2.I57 | |
| Altri autori: |
Heath, David C.
Swindle, Glenauthor
|
| Altri autori (Enti): | American Mathematical Society : Short course <1997 ; San Diego, California> |
| Nota di bibliografia: | Includes bibliographical references and index |
| Nota di contenuto: | 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 |
| ISBN: | 082180751X |
| Formato: | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione: | Inglese |
| Record Nr.: | 991001264829707536 |
| Lo trovi qui: | Univ. del Salento |
| Opac: | Controlla la disponibilità qui |
Serie:
Proceedings of symposia in applied mathematics, 0160-7634 ; 57. AMS short course lecture notes