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Academic & Professional Books  Reference  Physical Sciences  Mathematics

Lectures on the Mathematics of Finance

Series: CRM Monograph Series Volume: 8
By: Ioannis Karatzas
148 pages, no illustrations
Lectures on the Mathematics of Finance
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  • Lectures on the Mathematics of Finance ISBN: 9780821806371 Hardback Dec 1996 Usually dispatched within 6 days
    £27.99
    #90223
  • Lectures on the Mathematics of Finance ISBN: 9780821809099 Paperback Nov 1996 Usually dispatched within 6 days
    £35.50
    #90224
Selected version: £27.99
About this book Contents Customer reviews Related titles

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

Customer Reviews

Series: CRM Monograph Series Volume: 8
By: Ioannis Karatzas
148 pages, no illustrations
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