Introduction to mathematical finance : American Mathematical Society short course, January 6-7, 1997, San Diego, California /

Библиографические подробности
Соавтор: American Mathematical Society.
Другие авторы: Heath, David C., Swindle, Glen.
Формат:
Язык:English
Опубликовано: Providence, R.I. : American Mathematical Society, 1999.
Серии:Proceedings of symposia in applied mathematics, AMS short course lecture notes v. 57.
Предметы:
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245 0 0 |a Introduction to mathematical finance :  |b American Mathematical Society short course, January 6-7, 1997, San Diego, California /  |c Ed. David C. Heath, Glen Swindle. 
260 |a Providence, R.I. :  |b American Mathematical Society,  |c 1999. 
300 |a ix, 167 s. :  |b res. ;  |c 27 cm. 
490 0 |a Proceedings of symposia in applied mathematics,  |x 0160-7634 ;  |v v. 57.  |a AMS short course lecture notes 
504 |a Bibliyografya var. 
505 0 |a 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 Aït-Sahalia -- Transaction costs in portfolio management and derivative pricing / Thaleia Zariphopoulou. 
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