Books  Physical Sciences  Mathematics 

Lectures on the Mathematics of Finance

Series: CRM Monograph Series Volume: 8

By: Ioannis Karatzas

148 pages, no illustrations

American Mathematical Society

Paperback | Nov 1996 | #90224 | ISBN: 0821809091
Availability: Usually dispatched within 5 days Details
NHBS Price: £35.50 $44/€41 approx
Hardback | Dec 1996 | #90223 | ISBN: 0821806378
Availability: Usually dispatched within 5 days Details
NHBS Price: £27.99 $35/€33 approx

About this book

Covers such areas as arbitrage, hedging and pricing of contingent claims, portfolio optimization, incomplete and/or constrained markets, equilibrium, and transaction costs.


Contents

The Model; Part I Complete markets; Pricing; Optimization; Equilibrium; Part II Incomplete markets; Hedging; Optimization; Pricing; Transaction Costs; Appendix A. Historical Notes; Bibliography

Write a review

There are currently no reviews for this product. Be the first to review this product!

Bestsellers in this subject

A Mathematical Nature Walk

NHBS Special Offer Price: £11.50 £18.95 (Save £7.45) $14/€13 approx (ends 31/03/2017)

The Princeton Companion to Mathematics

NHBS Special Offer Price: £48.99 £82.95 (Save £33.96) $61/€57 approx (ends 31/03/2017)

Mathematics for Ecology and Environmental Sciences

NHBS Price: £117.00 $146/€136 approx

Statistics and Truth

NHBS Price: £40.99 $51/€48 approx

Solar Sails

NHBS Price: £17.99 $23/€21 approx

VAT: GB 407 4846 44
NHBS Ltd is registered in England and Wales: 1875194