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書名 Introduction to mathematical finance [electronic resource] : American Mathematical Society short course, January 6-7, 1997, San Diego, California / David C. Heath, Glen Swindle, editors
出版項 Providence, R.I. : American Mathematical Society, c1999
國際標準書號 9780821892725 (electronic bk.)
082189272X (electronic bk.)
book jacket
說明 1 online resource (ix, 167 pages) : illustrations
text rdacontent
computer rdamedia
online resource rdacarrier
系列 Proceedings of symposia in applied mathematics, 2324-7088 ; v. 57
Proceedings of symposia in applied mathematics ; v. 57
Proceedings of symposia in applied mathematics. AMS short course lecture notes
附註 Includes bibliographical references and index
Description based on print version record
Quantitative methods for portfolio management / Steven E. Shreve -- http://www.ams.org/psapm/057 http://dx.doi.org/10.1090/psapm/057/1737720 An introduction to option pricing and the mathematical theory of risk / Marco Avellaneda -- http://www.ams.org/psapm/057 http://dx.doi.org/10.1090/psapm/057/1737721 Non-arbitrage and the fundamental theorem of asset pricing: summary of main results / Freddy Delbaen and Walter Schachermayer -- http://www.ams.org/psapm/057 http://dx.doi.org/10.1090/psapm/057/1737722 Introduction to models for the evolution of the term structure of interest rates / David Heath -- http://www.ams.org/psapm/057 http://dx.doi.org/10.1090/psapm/057/1737723 Transition densities for interest rate and other nonlinear diffusions / Yacine Aït-Sahalia -- http://www.ams.org/psapm/057 http://dx.doi.org/10.1090/psapm/057/0300 Transaction costs in portfolio management and derivative pricing / Thaleia Zariphopoulou -- http://www.ams.org/psapm/057 http://dx.doi.org/10.1090/psapm/057/1737725
鏈接 Print version: Introduction to mathematical finance. Providence, R.I. : American Mathematical Society, c1999 082180751X (DLC) 99056288 (OCoLC)42798201
主題 Investments -- Mathematical models
Portfolio management
Investments -- Mathematical models. fast (OCoLC)fst00978277
Portfolio management. fast (OCoLC)fst01072072
BUSINESS & ECONOMICS / Finance bisacsh
Electronic books
Alt Author Heath, David C., editor
Swindle, Glen, editor
American Mathematical Society
記錄 18 之 34
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