Introduction to mathematical finance : American Mathematical Society short course, January 6-7, 1997, San Diego, California /
| Körperschaft: | |
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| Weitere Verfasser: | , |
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Providence, R.I. :
American Mathematical Society,
1999.
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| Schriftenreihe: | Proceedings of symposia in applied mathematics, AMS short course lecture notes
v. 57. |
| Schlagworte: |
Inhaltsangabe:
- 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.