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Lectures on the Mathematics of Finance

Series: CRM Monograph Series Volume: 8

By: Ioannis Karatzas

148 pages, no illustrations

American Mathematical Society

Hardback | Dec 1996 | #90223 | ISBN: 0821806378
Availability: Usually dispatched within 5 days Details
NHBS Price: £27.99 $37/€32 approx
Paperback | Nov 1996 | #90224 | ISBN: 0821809091
Availability: Usually dispatched within 5 days Details
NHBS Price: £35.50 $47/€40 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

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