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Lectures on the Mathematics of Finance (Crm Monograph Series)
Lectures on the Mathematics of Finance - Crm Monograph Series
Author: Ioannis Karatzas
In this text, the author discusses the main aspects of mathematical finance. These include, arbitrage, hedging and pricing of contingent claims, portfolio optimization, incomplete and/or constrained markets, equilibrium, and transaction costs. The book outlines advances made possible during the last 15 years due to the methodologies of stochasti...  more »
ISBN-13: 9780821806371
ISBN-10: 0821806378
Pages: 148
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Publisher: Amer Mathematical Society
Book Type: Hardcover
Members Wishing: 0
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