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 $47/€40 approx
Hardback | Dec 1996 | #90223 | ISBN: 0821806378
Availability: Usually dispatched within 5 days Details
NHBS Price: £27.99 $37/€32 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 book. Be the first to review this book!

Bestsellers in this subject

A Mathematical Nature Walk

NHBS Price: £16.99 $23/€19 approx

Nine Algorithms That Changed the Future

NHBS Price: £13.99 $19/€16 approx

Godel, Escher, Bach

NHBS Price: £18.99 $25/€22 approx

The Number Sense

NHBS Price: £20.99 $28/€24 approx

Where Mathematics Comes From

NHBS Price: £22.99 $30/€26 approx

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